+14.2%
LUV vs NTNX
+148.8%
-134.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.3% |
| 7D | -1.0% | -3.1% | +2.2% | -0.5% |
| 30D | -12.4% | +2.0% | -14.3% | -12.7% |
| 3M | -11.0% | +34.0% | -44.9% | -15.3% |
| 6M | -5.0% | +72.4% | -77.4% | -13.8% |
| YTD | -3.8% | +27.5% | -31.3% | -8.7% |
| 1Y | +25.9% | -18.7% | +44.7% | +28.3% |
| 3Y | +42.2% | +80.8% | -38.5% | +23.0% |
| 5Y | -10.8% | +54.5% | -65.3% | -24.0% |
| All | +14.2% | +148.8% | -134.5% | -15.6% |
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