-28.4%
BAH vs NTNX
+82.3%
-110.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +4.3% | -3.1% | +7.4% | +4.8% |
| 30D | -2.5% | +2.0% | -4.4% | -2.9% |
| 3M | -0.9% | +34.0% | -34.9% | -5.8% |
| 6M | +1.5% | +72.4% | -70.9% | -7.4% |
| YTD | -8.0% | +27.5% | -35.5% | -13.2% |
| 1Y | -24.7% | -18.7% | -6.0% | -25.6% |
| 3Y | -28.4% | +80.8% | -109.2% | -39.5% |
| All | -28.4% | +82.3% | -110.7% | -39.5% |
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