-14.9%
BURL vs NTNX
-14.1%
-0.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.6% |
| 7D | -7.9% | -3.9% | -4.0% | -8.2% |
| 30D | -33.7% | +1.7% | -35.4% | -33.5% |
| 3M | -27.2% | +31.7% | -58.9% | -26.0% |
| 6M | -22.1% | +69.4% | -91.4% | -20.0% |
| YTD | -17.6% | +26.6% | -44.2% | -16.5% |
| 1Y | -14.9% | -15.2% | +0.3% | -11.5% |
| All | -14.9% | -14.1% | -0.7% | -11.5% |
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 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