+273.7%
IR vs NTNX
+301.7%
-28.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -4.5% | -3.1% | -1.3% | -3.9% |
| 30D | -13.9% | +2.0% | -15.9% | -14.3% |
| 3M | -0.3% | +34.0% | -34.3% | -5.7% |
| 6M | -14.3% | +72.4% | -86.7% | -23.4% |
| YTD | -7.9% | +27.5% | -35.4% | -13.2% |
| 1Y | -9.9% | -18.7% | +8.8% | -7.9% |
| 3Y | +6.5% | +80.8% | -74.2% | -9.3% |
| 5Y | +34.0% | +54.5% | -20.5% | +12.4% |
| All | +273.7% | +301.7% | -28.0% | +151.6% |
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