-12.0%
BURL vs NTNX
+0.3%
-12.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -2.8% | -1.6% | -1.2% | -2.9% |
| 30D | -28.2% | +11.6% | -39.8% | -27.6% |
| 3M | -17.6% | +23.8% | -41.4% | -16.5% |
| 6M | -11.8% | +68.8% | -80.6% | -9.0% |
| YTD | -8.1% | +31.7% | -39.8% | -6.8% |
| 1Y | -12.0% | -0.9% | -11.1% | -11.8% |
| All | -12.0% | +0.3% | -12.2% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling