-22.8%
LYB vs NTNX
+82.3%
-105.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +0.3% | -3.1% | +3.4% | +0.5% |
| 30D | +2.5% | +2.0% | +0.5% | +2.2% |
| 3M | +1.4% | +34.0% | -32.6% | -1.2% |
| 6M | -3.5% | +72.4% | -75.9% | -8.5% |
| YTD | +52.0% | +27.5% | +24.5% | +47.9% |
| 1Y | +22.1% | -18.7% | +40.8% | +24.5% |
| 3Y | -22.8% | +80.8% | -103.5% | -30.3% |
| All | -22.8% | +82.3% | -105.1% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling