+32.9%
A vs NTNX
+82.3%
-49.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.5% |
| 7D | -2.6% | -3.1% | +0.5% | -2.1% |
| 30D | -0.9% | +2.0% | -2.8% | -1.2% |
| 3M | +13.6% | +34.0% | -20.3% | +8.4% |
| 6M | +27.8% | +72.4% | -44.5% | +16.8% |
| YTD | +8.6% | +27.5% | -18.9% | +3.8% |
| 1Y | +16.9% | -18.7% | +35.6% | +19.8% |
| 3Y | +32.9% | +80.8% | -47.8% | +15.5% |
| All | +32.9% | +82.3% | -49.4% | +15.5% |
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