+24.5%
DIS vs NTNX
+148.8%
-124.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +1.2% | -3.1% | +4.3% | +1.6% |
| 30D | +3.2% | +2.0% | +1.3% | +2.8% |
| 3M | +7.0% | +34.0% | -27.0% | +2.3% |
| 6M | +6.4% | +72.4% | -66.0% | -2.6% |
| YTD | -5.6% | +27.5% | -33.2% | -10.0% |
| 1Y | -7.7% | -18.7% | +11.1% | -6.1% |
| 3Y | +33.2% | +80.8% | -47.6% | +16.8% |
| 5Y | -40.3% | +54.5% | -94.8% | -48.5% |
| All | +24.5% | +148.8% | -124.2% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling