+195.0%
BURL vs NTNX
+148.8%
+46.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.3% |
| 7D | -9.9% | -3.1% | -6.8% | -9.5% |
| 30D | -32.4% | +2.0% | -34.4% | -32.7% |
| 3M | -30.2% | +34.0% | -64.1% | -33.4% |
| 6M | -21.3% | +72.4% | -93.7% | -28.6% |
| YTD | -17.2% | +27.5% | -44.8% | -21.4% |
| 1Y | -14.4% | -18.7% | +4.3% | -12.9% |
| 3Y | +55.0% | +80.8% | -25.7% | +32.1% |
| 5Y | -16.8% | +54.5% | -71.2% | -30.3% |
| All | +195.0% | +148.8% | +46.3% | +106.1% |
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