+159.8%
EXC vs NTNX
+146.9%
+13.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -1.6% | -3.9% | +2.3% | -1.4% |
| 30D | -2.4% | +1.7% | -4.1% | -2.5% |
| 3M | -4.0% | +31.7% | -35.7% | -5.8% |
| 6M | -9.8% | +69.4% | -79.1% | -13.3% |
| YTD | +2.3% | +26.6% | -24.3% | +0.1% |
| 1Y | +3.8% | -15.2% | +19.0% | +4.4% |
| 3Y | +19.7% | +80.9% | -61.2% | +10.4% |
| 5Y | +45.6% | +53.3% | -7.7% | +33.5% |
| All | +159.8% | +146.9% | +13.0% | +111.6% |
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 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