-38.6%
NVTS vs BURL
-8.9%
-29.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -2.9% | -12.8% | -14.1% |
| 7D | -14.6% | +3.5% | -18.0% | -15.8% |
| 30D | -34.3% | -9.3% | -25.1% | -30.6% |
| 3M | -36.4% | -32.1% | -4.3% | -21.5% |
| 6M | -55.2% | -19.8% | -35.4% | -50.4% |
| YTD | +10.1% | -13.2% | +23.3% | +16.2% |
| 1Y | -20.3% | -7.8% | -12.4% | -20.1% |
| 3Y | +27.4% | +89.3% | -61.9% | -10.8% |
| 5Y | -47.6% | -15.8% | -31.8% | -47.3% |
| All | -38.6% | -8.9% | -29.7% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling