+119.1%
M vs NTNX
+82.3%
+36.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.8% | +6.9% | +7.6% |
| 7D | -4.2% | -3.1% | -1.1% | -3.7% |
| 30D | -7.2% | +2.0% | -9.2% | -7.6% |
| 3M | -11.1% | +34.0% | -45.1% | -15.6% |
| 6M | +28.8% | +72.4% | -43.6% | +15.7% |
| YTD | +2.0% | +27.5% | -25.5% | -2.8% |
| 1Y | +31.3% | -18.7% | +50.0% | +38.7% |
| 3Y | +119.1% | +80.8% | +38.3% | +90.6% |
| All | +119.1% | +82.3% | +36.8% | +90.6% |
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 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