-69.4%
BTDR vs NTNX
-9.1%
-60.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.4% |
| 7D | -17.6% | -12.3% | -5.2% | -15.6% |
| 30D | -40.3% | -13.2% | -27.0% | -38.8% |
| 3M | -42.6% | +3.6% | -46.2% | -41.9% |
| 6M | -46.3% | +45.7% | -92.0% | -47.2% |
| YTD | -41.7% | +23.2% | -65.0% | -46.8% |
| 1Y | -69.4% | -9.1% | -60.3% | -74.0% |
| All | -69.4% | -9.1% | -60.3% | -74.0% |
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