+42.6%
AR vs NTNX
+148.8%
-106.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | -2.5% | -3.1% | +0.7% | -2.0% |
| 30D | +2.5% | +2.0% | +0.6% | +2.0% |
| 3M | +12.3% | +34.0% | -21.7% | +6.3% |
| 6M | -3.1% | +72.4% | -75.5% | -12.8% |
| YTD | +11.5% | +27.5% | -16.0% | +5.4% |
| 1Y | +17.0% | -18.7% | +35.8% | +19.3% |
| 3Y | +47.3% | +80.8% | -33.5% | +26.3% |
| 5Y | +141.2% | +54.5% | +86.8% | +105.0% |
| All | +42.6% | +148.8% | -106.2% | +4.4% |
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