+151.2%
GEN vs NTNX
+148.8%
+2.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -1.3% | -3.1% | +1.9% | -0.8% |
| 30D | +6.1% | +2.0% | +4.2% | +5.8% |
| 3M | +27.0% | +34.0% | -7.0% | +21.8% |
| 6M | +43.9% | +72.4% | -28.5% | +33.0% |
| YTD | +13.0% | +27.5% | -14.5% | +8.6% |
| 1Y | +4.0% | -18.7% | +22.8% | +5.6% |
| 3Y | +66.2% | +80.8% | -14.6% | +49.9% |
| 5Y | +23.2% | +54.5% | -31.3% | +10.1% |
| All | +151.2% | +148.8% | +2.5% | +103.1% |
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