+5.2%
LOW vs NTNX
+54.0%
-48.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | -3.7% | -3.1% | -0.6% | -3.5% |
| 30D | -8.9% | +2.0% | -10.8% | -9.1% |
| 3M | -10.4% | +34.0% | -44.4% | -12.8% |
| 6M | -19.4% | +72.4% | -91.8% | -23.8% |
| YTD | -17.1% | +27.5% | -44.6% | -19.3% |
| 1Y | -26.3% | -18.7% | -7.5% | -24.8% |
| 3Y | -9.9% | +80.8% | -90.6% | -19.4% |
| All | +5.2% | +54.0% | -48.8% | -9.1% |
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 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