+91.4%
EXPE vs NTNX
+54.0%
+37.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.2% |
| 7D | -5.8% | -3.1% | -2.6% | -5.0% |
| 30D | -13.6% | +2.0% | -15.6% | -14.3% |
| 3M | +25.2% | +34.0% | -8.8% | +15.5% |
| 6M | +22.3% | +72.4% | -50.0% | +4.5% |
| YTD | -0.3% | +27.5% | -27.8% | -8.0% |
| 1Y | +27.8% | -18.7% | +46.5% | +31.4% |
| 3Y | +162.4% | +80.8% | +81.7% | +110.0% |
| All | +91.4% | +54.0% | +37.3% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling