+18.0%
EXE vs NTNX
+82.3%
-64.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -3.1% | -3.1% | 0.0% | -2.9% |
| 30D | -0.9% | +2.0% | -2.9% | -1.1% |
| 3M | +9.6% | +34.0% | -24.4% | +6.9% |
| 6M | -11.6% | +72.4% | -84.0% | -15.6% |
| YTD | -12.6% | +27.5% | -40.1% | -14.2% |
| 1Y | +1.2% | -18.7% | +19.9% | +4.1% |
| 3Y | +18.0% | +80.8% | -62.7% | +8.0% |
| All | +18.0% | +82.3% | -64.3% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling