+409.5%
ETSY vs NTNX
+148.8%
+260.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.4% |
| 7D | -4.9% | -3.1% | -1.8% | -4.1% |
| 30D | -8.6% | +2.0% | -10.6% | -9.2% |
| 3M | +4.8% | +34.0% | -29.2% | -3.2% |
| 6M | +38.1% | +72.4% | -34.3% | +18.6% |
| YTD | +31.2% | +27.5% | +3.7% | +21.3% |
| 1Y | +22.1% | -18.7% | +40.8% | +26.1% |
| 3Y | +12.2% | +80.8% | -68.5% | -12.5% |
| 5Y | -66.5% | +54.5% | -121.0% | -74.1% |
| All | +409.5% | +148.8% | +260.8% | +218.7% |
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 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