+19.7%
BROS vs NTNX
+57.9%
-38.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -5.8% | -3.1% | -2.6% | -4.9% |
| 30D | -14.0% | +2.0% | -15.9% | -14.5% |
| 3M | -32.5% | +34.0% | -66.4% | -37.7% |
| 6M | -14.9% | +72.4% | -87.3% | -27.9% |
| YTD | -28.3% | +27.5% | -55.8% | -34.0% |
| 1Y | -34.0% | -18.7% | -15.2% | -31.4% |
| 3Y | +63.0% | +80.8% | -17.8% | +32.9% |
| All | +19.7% | +57.9% | -38.2% | +6.9% |
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