+227.5%
BURL vs NTNX
+156.8%
+70.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -2.8% | -1.6% | -1.2% | -2.6% |
| 30D | -28.2% | +11.6% | -39.8% | -29.5% |
| 3M | -17.6% | +23.8% | -41.4% | -20.5% |
| 6M | -11.8% | +68.8% | -80.6% | -19.6% |
| YTD | -8.1% | +31.7% | -39.8% | -13.2% |
| 1Y | -12.0% | -0.9% | -11.1% | -13.5% |
| 3Y | +63.3% | +95.0% | -31.7% | +37.3% |
| 5Y | -10.8% | +57.4% | -68.2% | -25.5% |
| All | +227.5% | +156.8% | +70.7% | +127.6% |
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