-7.8%
NVTS vs BURL
-3.6%
-4.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +4.8% |
| 7D | +2.7% | -2.8% | +5.5% | +4.2% |
| 30D | -4.5% | -28.2% | +23.7% | +14.4% |
| 3M | -61.5% | -17.6% | -43.9% | -57.8% |
| 6M | +28.0% | -11.8% | +39.8% | +34.6% |
| YTD | +65.3% | -8.1% | +73.4% | +69.4% |
| 1Y | +113.0% | -12.0% | +124.9% | +119.8% |
| 3Y | +34.7% | +63.3% | -28.6% | +1.4% |
| All | -7.8% | -3.6% | -4.2% | -8.9% |
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