+63.6%
BURL vs NTNX
+87.5%
-23.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.7% |
| 7D | -2.6% | +1.2% | -3.8% | -2.6% |
| 30D | -30.8% | +7.7% | -38.5% | -31.0% |
| 3M | -18.7% | +30.2% | -48.8% | -19.5% |
| 6M | -16.4% | +69.4% | -85.9% | -18.6% |
| YTD | -11.6% | +30.6% | -42.1% | -12.5% |
| 1Y | -12.0% | -10.0% | -2.0% | -10.5% |
| 3Y | +63.6% | +86.6% | -23.0% | +30.3% |
| All | +63.6% | +87.5% | -23.8% | +30.3% |
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