+228.1%
ACWI vs NTNX
+154.7%
+73.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | +1.1% | +1.2% | -0.1% | +0.9% |
| 30D | -0.2% | +7.7% | -7.9% | -1.2% |
| 3M | +4.7% | +30.2% | -25.5% | +1.0% |
| 6M | +14.5% | +69.4% | -55.0% | +6.2% |
| YTD | +14.6% | +30.6% | -15.9% | +9.7% |
| 1Y | +21.4% | -10.0% | +31.4% | +21.6% |
| 3Y | +77.6% | +86.6% | -9.0% | +58.0% |
| 5Y | +68.1% | +57.1% | +11.0% | +47.9% |
| All | +228.1% | +154.7% | +73.4% | +156.3% |
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 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