+169.7%
EXE vs NTNX
+88.1%
+81.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 6M | -11.6% | +72.4% | -84.0% | -15.9% |
| YTD | -12.6% | +27.5% | -40.1% | -14.7% |
| 1Y | +1.2% | -18.7% | +19.9% | +2.8% |
| 3Y | +18.0% | +80.8% | -62.7% | +9.8% |
| 5Y | +101.1% | +54.5% | +46.6% | +95.2% |
| All | +169.7% | +88.1% | +81.6% | +147.6% |
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