+188.3%
BAH vs NTNX
+148.8%
+39.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +4.3% | -3.1% | +7.4% | +4.6% |
| 30D | -2.5% | +2.0% | -4.4% | -2.7% |
| 3M | -0.9% | +34.0% | -34.9% | -3.7% |
| 6M | +1.5% | +72.4% | -70.9% | -3.9% |
| YTD | -8.0% | +27.5% | -35.5% | -10.6% |
| 1Y | -24.7% | -18.7% | -6.0% | -24.2% |
| 3Y | -28.4% | +80.8% | -109.2% | -33.5% |
| 5Y | +2.8% | +54.5% | -51.7% | -5.2% |
| All | +188.3% | +148.8% | +39.5% | +139.4% |
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