-20.3%
BROS vs NTNX
-9.1%
-11.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.1% |
| 7D | +2.5% | -12.3% | +14.8% | +3.6% |
| 30D | +15.1% | -13.2% | +28.3% | +16.4% |
| 3M | -31.4% | +3.6% | -35.0% | -31.9% |
| 6M | -22.6% | +45.7% | -68.3% | -26.4% |
| YTD | -28.1% | +23.2% | -51.4% | -30.6% |
| 1Y | -20.3% | -9.1% | -11.2% | -20.1% |
| All | -20.3% | -9.1% | -11.2% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling