+1,003.0%
BE vs NTNX
+23.7%
+979.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +6.4% |
| 7D | +9.0% | -3.1% | +12.2% | +10.2% |
| 30D | +16.3% | +2.0% | +14.3% | +15.3% |
| 3M | +10.8% | +34.0% | -23.2% | -1.2% |
| 6M | +73.2% | +72.4% | +0.8% | +38.1% |
| YTD | +217.4% | +27.5% | +189.8% | +178.1% |
| 1Y | +309.8% | -18.7% | +328.5% | +319.6% |
| 3Y | +1,726.2% | +80.8% | +1,645.4% | +1,175.4% |
| 5Y | +1,306.2% | +54.5% | +1,251.7% | +880.3% |
| All | +1,003.0% | +23.7% | +979.3% | +445.9% |
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