+37.2%
F vs NTNX
+80.9%
-43.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +3.4% |
| 7D | -3.7% | -3.9% | +0.2% | -3.3% |
| 30D | -0.7% | +1.7% | -2.4% | -0.9% |
| 3M | -1.9% | +31.7% | -33.6% | -4.5% |
| 6M | +16.1% | +69.4% | -53.3% | +10.1% |
| YTD | +9.5% | +26.6% | -17.1% | +6.7% |
| 1Y | +27.2% | -15.2% | +42.4% | +29.2% |
| All | +37.2% | +80.9% | -43.7% | +17.8% |
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