+140.1%
GOOGL vs NTNX
+54.0%
+86.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | 0.0% | -3.1% | +3.2% | +0.6% |
| 30D | -1.4% | +2.0% | -3.4% | -1.9% |
| 3M | -5.3% | +34.0% | -39.3% | -10.7% |
| 6M | +9.8% | +72.4% | -62.6% | -2.3% |
| YTD | +8.4% | +27.5% | -19.2% | +2.1% |
| 1Y | +41.2% | -18.7% | +59.9% | +46.0% |
| 3Y | +149.6% | +80.8% | +68.8% | +104.0% |
| All | +140.1% | +54.0% | +86.1% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling