+149.8%
ALLE vs NTNX
+148.8%
+1.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | -2.4% | -3.1% | +0.7% | -2.0% |
| 30D | -7.7% | +2.0% | -9.6% | -7.9% |
| 3M | +15.2% | +34.0% | -18.8% | +11.3% |
| 6M | +5.4% | +72.4% | -67.0% | -1.6% |
| YTD | -2.9% | +27.5% | -30.5% | -6.4% |
| 1Y | -12.8% | -18.7% | +6.0% | -11.6% |
| 3Y | +47.2% | +80.8% | -33.6% | +31.7% |
| 5Y | +13.5% | +54.5% | -41.0% | +0.3% |
| All | +149.8% | +148.8% | +1.0% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling