-32.7%
NVTS vs BURL
-10.4%
-22.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.6% | +11.1% | +10.5% |
| 7D | +1.5% | +4.1% | -2.5% | -0.4% |
| 30D | -23.8% | -9.5% | -14.3% | -19.5% |
| 3M | -30.6% | -33.5% | +3.0% | -13.4% |
| 6M | -48.4% | -22.1% | -26.3% | -41.9% |
| YTD | +20.6% | -14.6% | +35.2% | +28.3% |
| 1Y | -2.5% | -8.4% | +5.8% | -2.2% |
| 3Y | +44.0% | +86.6% | -42.6% | +1.5% |
| 5Y | -42.6% | -17.2% | -25.5% | -41.8% |
| All | -32.7% | -10.4% | -22.4% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling