+73.6%
BA vs NTNX
+148.8%
-75.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.6% |
| 7D | -0.8% | -3.1% | +2.3% | -0.2% |
| 30D | -9.0% | +2.0% | -10.9% | -9.4% |
| 3M | -5.0% | +34.0% | -39.0% | -10.7% |
| 6M | -1.7% | +72.4% | -74.1% | -12.9% |
| YTD | -3.1% | +27.5% | -30.6% | -9.2% |
| 1Y | -4.3% | -18.7% | +14.4% | -2.2% |
| 3Y | -0.3% | +80.8% | -81.0% | -16.7% |
| 5Y | +0.1% | +54.5% | -54.4% | -17.5% |
| All | +73.6% | +148.8% | -75.1% | +21.8% |
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