+228.8%
LOW vs NTNX
+148.8%
+80.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | -3.7% | -3.1% | -0.6% | -3.3% |
| 30D | -8.9% | +2.0% | -10.8% | -9.2% |
| 3M | -10.4% | +34.0% | -44.4% | -14.0% |
| 6M | -19.4% | +72.4% | -91.8% | -25.9% |
| YTD | -17.1% | +27.5% | -44.6% | -20.7% |
| 1Y | -26.3% | -18.7% | -7.5% | -25.1% |
| 3Y | -9.9% | +80.8% | -90.6% | -21.5% |
| 5Y | +6.1% | +54.5% | -48.4% | -8.8% |
| All | +228.8% | +148.8% | +80.1% | +146.6% |
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 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