+103.0%
IT vs NTNX
+148.8%
-45.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.5% | +5.1% |
| 7D | -3.7% | -3.1% | -0.5% | -3.0% |
| 30D | +0.1% | +2.0% | -1.9% | -0.3% |
| 3M | +20.7% | +34.0% | -13.3% | +14.1% |
| 6M | +12.0% | +72.4% | -60.4% | +0.6% |
| YTD | -28.8% | +27.5% | -56.3% | -32.3% |
| 1Y | -25.5% | -18.7% | -6.8% | -23.6% |
| 3Y | -48.8% | +80.8% | -129.5% | -55.4% |
| 5Y | -42.7% | +54.5% | -97.2% | -51.1% |
| All | +103.0% | +148.8% | -45.7% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling