+149.6%
GOOGL vs NTNX
+82.3%
+67.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | 0.0% | -3.1% | +3.2% | +0.4% |
| 30D | -1.4% | +2.0% | -3.4% | -1.7% |
| 3M | -5.3% | +34.0% | -39.3% | -9.1% |
| 6M | +9.8% | +72.4% | -62.6% | +1.2% |
| YTD | +8.4% | +27.5% | -19.2% | +4.6% |
| 1Y | +41.2% | -18.7% | +59.9% | +47.0% |
| 3Y | +149.6% | +80.8% | +68.8% | +102.7% |
| All | +149.6% | +82.3% | +67.3% | +102.7% |
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 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