+136.5%
BAC vs NTNX
+82.3%
+54.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | 0.0% | -3.1% | +3.2% | +0.4% |
| 30D | -2.8% | +2.0% | -4.7% | -3.1% |
| 3M | +14.2% | +34.0% | -19.7% | +9.6% |
| 6M | +30.5% | +72.4% | -41.8% | +20.0% |
| YTD | +15.8% | +27.5% | -11.7% | +11.2% |
| 1Y | +26.2% | -18.7% | +44.9% | +30.0% |
| 3Y | +136.5% | +80.8% | +55.8% | +105.3% |
| All | +136.5% | +82.3% | +54.2% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling