+152.8%
GE vs NTNX
+148.8%
+4.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | -4.0% | -3.1% | -0.8% | -3.5% |
| 30D | -11.4% | +2.0% | -13.4% | -11.8% |
| 3M | -2.6% | +34.0% | -36.6% | -7.0% |
| 6M | -0.3% | +72.4% | -72.7% | -9.1% |
| YTD | +5.4% | +27.5% | -22.2% | +0.3% |
| 1Y | +15.5% | -18.7% | +34.3% | +17.5% |
| 3Y | +260.8% | +80.8% | +180.0% | +217.8% |
| 5Y | +421.6% | +54.5% | +367.2% | +353.5% |
| All | +152.8% | +148.8% | +4.0% | +92.9% |
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