+202.3%
B vs NTNX
+148.8%
+53.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -2.4% | -3.1% | +0.8% | -2.2% |
| 30D | +6.3% | +2.0% | +4.4% | +6.2% |
| 3M | +12.1% | +34.0% | -21.8% | +10.6% |
| 6M | -3.1% | +72.4% | -75.5% | -5.7% |
| YTD | +2.0% | +27.5% | -25.6% | +0.6% |
| 1Y | +51.7% | -18.7% | +70.4% | +52.8% |
| 3Y | +190.5% | +80.8% | +109.8% | +177.7% |
| 5Y | +158.0% | +54.5% | +103.5% | +145.7% |
| All | +202.3% | +148.8% | +53.5% | +177.9% |
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