+44.0%
NVTS vs BURL
+86.7%
-42.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.6% | +11.1% | +10.5% |
| 7D | +1.5% | +4.1% | -2.5% | -0.6% |
| 30D | -23.8% | -9.5% | -14.3% | -19.1% |
| 3M | -30.6% | -33.5% | +3.0% | -11.6% |
| 6M | -48.4% | -22.1% | -26.3% | -41.5% |
| YTD | +20.6% | -14.6% | +35.2% | +27.9% |
| 1Y | -2.5% | -8.4% | +5.8% | -3.6% |
| 3Y | +44.0% | +86.6% | -42.6% | +25.7% |
| All | +44.0% | +86.7% | -42.8% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling