+282.7%
BRO vs NTNX
+148.8%
+134.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -7.3% | -3.1% | -4.2% | -7.0% |
| 30D | -6.9% | +2.0% | -8.8% | -7.1% |
| 3M | +10.7% | +34.0% | -23.3% | +7.5% |
| 6M | -2.7% | +72.4% | -75.1% | -8.0% |
| YTD | -16.3% | +27.5% | -43.9% | -18.8% |
| 1Y | -29.1% | -18.7% | -10.3% | -28.4% |
| 3Y | -7.8% | +80.8% | -88.6% | -15.7% |
| 5Y | +18.7% | +54.5% | -35.8% | +7.2% |
| All | +282.7% | +148.8% | +134.0% | +213.2% |
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