-18.7%
BURL vs NTNX
+55.9%
-74.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.5% | -6.2% |
| 7D | -7.0% | +0.1% | -7.1% | -7.0% |
| 30D | -35.6% | +3.8% | -39.5% | -36.0% |
| 3M | -26.3% | +31.9% | -58.2% | -29.2% |
| 6M | -20.7% | +68.5% | -89.2% | -27.0% |
| YTD | -17.2% | +29.5% | -46.7% | -20.9% |
| 1Y | -15.0% | -11.6% | -3.4% | -14.0% |
| 3Y | +53.2% | +85.1% | -31.9% | +26.4% |
| 5Y | -18.7% | +54.8% | -73.5% | -33.3% |
| All | -18.7% | +55.9% | -74.6% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling