+355.3%
LIN vs NTNX
+148.8%
+206.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -2.4% | -3.1% | +0.8% | -2.0% |
| 30D | -2.4% | +2.0% | -4.4% | -2.7% |
| 3M | -9.3% | +34.0% | -43.2% | -12.3% |
| 6M | -2.6% | +72.4% | -74.9% | -8.9% |
| YTD | +10.4% | +27.5% | -17.1% | +6.6% |
| 1Y | -2.3% | -18.7% | +16.5% | -1.0% |
| 3Y | +24.4% | +80.8% | -56.3% | +11.8% |
| 5Y | +60.7% | +54.5% | +6.2% | +42.7% |
| All | +355.3% | +148.8% | +206.5% | +259.6% |
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