+88.9%
F vs NTNX
+152.6%
-63.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.8% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -2.9% | +3.8% | -6.7% | -3.5% |
| 3M | -9.1% | +31.9% | -41.0% | -13.0% |
| 6M | +12.9% | +68.5% | -55.6% | +3.5% |
| YTD | +6.1% | +29.5% | -23.4% | +0.8% |
| 1Y | +22.5% | -11.6% | +34.1% | +23.2% |
| 3Y | +32.1% | +85.1% | -53.1% | +14.0% |
| 5Y | +43.7% | +54.8% | -11.1% | +21.9% |
| All | +88.9% | +152.6% | -63.7% | +41.7% |
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