+71.2%
BKR vs NTNX
+82.3%
-11.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.6% |
| 7D | -7.0% | -3.1% | -3.8% | -6.7% |
| 30D | -8.1% | +2.0% | -10.1% | -8.4% |
| 3M | -6.6% | +34.0% | -40.6% | -9.5% |
| 6M | +0.9% | +72.4% | -71.5% | -5.4% |
| YTD | +31.1% | +27.5% | +3.6% | +27.5% |
| 1Y | +27.7% | -18.7% | +46.4% | +32.5% |
| 3Y | +71.2% | +80.8% | -9.5% | +58.5% |
| All | +71.2% | +82.3% | -11.1% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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