+133.5%
C vs NTNX
+54.0%
+79.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.1% |
| 7D | +0.8% | -3.1% | +3.9% | +1.3% |
| 30D | +0.9% | +2.0% | -1.1% | +0.5% |
| 3M | +1.1% | +34.0% | -32.9% | -3.8% |
| 6M | +28.4% | +72.4% | -44.0% | +16.4% |
| YTD | +20.8% | +27.5% | -6.8% | +14.8% |
| 1Y | +43.4% | -18.7% | +62.2% | +46.8% |
| 3Y | +274.9% | +80.8% | +194.1% | +231.5% |
| All | +133.5% | +54.0% | +79.5% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling