+944.4%
ASX vs NTNX
+148.8%
+795.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.1% |
| 7D | +5.2% | -3.1% | +8.4% | +5.8% |
| 30D | +0.5% | +2.0% | -1.5% | +0.1% |
| 3M | +8.3% | +34.0% | -25.6% | +2.6% |
| 6M | +82.0% | +72.4% | +9.7% | +63.6% |
| YTD | +147.6% | +27.5% | +120.1% | +133.7% |
| 1Y | +258.8% | -18.7% | +277.6% | +265.6% |
| 3Y | +452.1% | +80.8% | +371.3% | +379.7% |
| 5Y | +441.7% | +54.5% | +387.2% | +364.3% |
| All | +944.4% | +148.8% | +795.6% | +676.3% |
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 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