+145.8%
GOOG vs NTNX
+82.3%
+63.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.4% |
| 7D | 0.0% | -3.1% | +3.2% | +0.5% |
| 30D | -2.0% | +2.0% | -3.9% | -2.3% |
| 3M | -5.9% | +34.0% | -39.8% | -9.6% |
| 6M | +8.9% | +72.4% | -63.5% | +0.4% |
| YTD | +7.1% | +27.5% | -20.4% | +3.4% |
| 1Y | +39.7% | -18.7% | +58.4% | +45.4% |
| 3Y | +145.8% | +80.8% | +65.1% | +99.2% |
| All | +145.8% | +82.3% | +63.5% | +99.2% |
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