+153.0%
EXPE vs NTNX
+148.8%
+4.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.3% |
| 7D | -5.8% | -3.1% | -2.6% | -5.1% |
| 30D | -13.6% | +2.0% | -15.6% | -14.1% |
| 3M | +25.2% | +34.0% | -8.8% | +17.2% |
| 6M | +22.3% | +72.4% | -50.0% | +7.6% |
| YTD | -0.3% | +27.5% | -27.8% | -6.4% |
| 1Y | +27.8% | -18.7% | +46.5% | +31.3% |
| 3Y | +162.4% | +80.8% | +81.7% | +120.9% |
| 5Y | +95.8% | +54.5% | +41.3% | +62.2% |
| All | +153.0% | +148.8% | +4.3% | +72.6% |
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