+31.4%
NVTS vs BURL
+89.8%
-58.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -2.9% | -12.8% | -13.9% |
| 7D | -14.6% | +3.5% | -18.0% | -15.9% |
| 30D | -34.3% | -9.3% | -25.1% | -30.3% |
| 3M | -36.4% | -32.1% | -4.3% | -20.0% |
| 6M | -55.2% | -19.8% | -35.4% | -50.2% |
| YTD | +10.1% | -13.2% | +23.3% | +15.7% |
| 1Y | -20.3% | -7.8% | -12.4% | -21.2% |
| All | +31.4% | +89.8% | -58.3% | +13.8% |
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