+233.9%
BURL vs NTNX
+110.6%
+123.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.9% |
| 7D | +0.4% | +4.0% | -3.5% | -0.2% |
| 30D | -4.3% | -16.5% | +12.1% | -1.7% |
| 3M | -28.8% | -5.8% | -22.9% | -28.3% |
| 6M | -12.8% | +37.1% | -49.9% | -17.9% |
| YTD | -12.8% | +17.8% | -30.6% | -16.5% |
| 1Y | -12.3% | -10.1% | -2.2% | -12.4% |
| 3Y | +92.7% | +56.3% | +36.4% | +66.8% |
| 5Y | -6.5% | +74.8% | -81.3% | -24.3% |
| All | +233.9% | +110.6% | +123.2% | +129.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling