+96.2%
F vs NTNX
+148.8%
-52.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | -4.4% | -3.1% | -1.3% | -4.0% |
| 30D | +1.0% | +2.0% | -1.0% | +0.6% |
| 3M | -4.0% | +34.0% | -38.0% | -8.4% |
| 6M | +18.1% | +72.4% | -54.3% | +7.8% |
| YTD | +10.2% | +27.5% | -17.4% | +5.0% |
| 1Y | +24.3% | -18.7% | +43.1% | +26.7% |
| 3Y | +38.1% | +80.8% | -42.7% | +19.6% |
| 5Y | +50.2% | +54.5% | -4.3% | +27.5% |
| All | +96.2% | +148.8% | -52.6% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling