-34.8%
BROS vs NTNX
+0.3%
-35.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -6.7% | -1.6% | -5.1% | -6.5% |
| 30D | -29.1% | +11.6% | -40.7% | -30.0% |
| 3M | -16.7% | +23.8% | -40.5% | -19.0% |
| 6M | -11.6% | +68.8% | -80.4% | -17.2% |
| YTD | -23.9% | +31.7% | -55.6% | -27.2% |
| 1Y | -34.8% | -0.9% | -33.9% | -34.9% |
| All | -34.8% | +0.3% | -35.1% | -34.9% |
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 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