+294.2%
C vs NTNX
+152.6%
+141.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +2.6% | +0.1% | +2.4% | +2.6% |
| 30D | +1.9% | +3.8% | -1.9% | +1.2% |
| 3M | +2.8% | +31.9% | -29.1% | -2.3% |
| 6M | +30.6% | +68.5% | -37.9% | +18.0% |
| YTD | +19.9% | +29.5% | -9.6% | +13.1% |
| 1Y | +44.6% | -11.6% | +56.2% | +45.1% |
| 3Y | +272.1% | +85.1% | +187.0% | +220.7% |
| 5Y | +132.0% | +54.8% | +77.2% | +98.0% |
| All | +294.2% | +152.6% | +141.6% | +182.5% |
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