+199.8%
BURL vs NTNX
+127.8%
+71.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.5% |
| 7D | -1.6% | +3.4% | -5.0% | -2.1% |
| 30D | -7.7% | -13.6% | +5.8% | -5.8% |
| 3M | -31.7% | -11.1% | -20.5% | -30.6% |
| 6M | -15.2% | +35.7% | -50.8% | -19.8% |
| YTD | -15.9% | +16.8% | -32.7% | -19.2% |
| 1Y | -14.2% | -9.1% | -5.1% | -14.5% |
| 3Y | +93.5% | +55.8% | +37.7% | +69.0% |
| 5Y | -9.9% | +73.4% | -83.2% | -26.1% |
| 10Y | +233.4% | +113.6% | +119.8% | +137.5% |
| All | +199.8% | +127.8% | +71.9% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling