+216.3%
BURL vs NTNX
+126.9%
+89.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | -0.8% | -5.6% | +4.8% | +0.1% |
| 30D | -4.4% | -18.9% | +14.5% | -1.5% |
| 3M | -28.6% | -6.5% | -22.1% | -28.1% |
| 6M | -12.3% | +33.2% | -45.5% | -16.8% |
| YTD | -11.3% | +16.3% | -27.6% | -14.7% |
| 1Y | -10.4% | -12.3% | +1.8% | -10.3% |
| 3Y | +96.1% | +54.4% | +41.6% | +71.4% |
| 5Y | -5.0% | +72.7% | -77.7% | -22.0% |
| 10Y | +251.8% | +112.7% | +139.1% | +150.8% |
| All | +216.3% | +126.9% | +89.4% | +123.7% |
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