-8.7%
M vs NTNX
+148.8%
-157.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.8% | +6.9% | +7.6% |
| 7D | -4.2% | -3.1% | -1.1% | -3.6% |
| 30D | -7.2% | +2.0% | -9.2% | -7.6% |
| 3M | -11.1% | +34.0% | -45.1% | -16.2% |
| 6M | +28.8% | +72.4% | -43.6% | +14.5% |
| YTD | +2.0% | +27.5% | -25.5% | -4.2% |
| 1Y | +31.3% | -18.7% | +50.0% | +34.2% |
| 3Y | +119.1% | +80.8% | +38.3% | +85.6% |
| 5Y | +29.7% | +54.5% | -24.8% | +8.3% |
| All | -8.7% | +148.8% | -157.4% | -38.5% |
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