+14.9%
BTDR vs NTNX
+82.3%
-67.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +3.0% | +3.4% |
| 7D | -3.4% | -3.1% | -0.2% | -2.0% |
| 30D | +32.6% | +2.0% | +30.6% | +31.7% |
| 3M | -32.2% | +34.0% | -66.2% | -40.8% |
| 6M | +52.4% | +72.4% | -20.0% | +16.0% |
| YTD | +6.7% | +27.5% | -20.8% | -7.1% |
| 1Y | -15.2% | -18.7% | +3.5% | -6.8% |
| 3Y | +14.9% | +80.8% | -65.9% | -15.6% |
| All | +14.9% | +82.3% | -67.4% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling