-11.0%
M vs NTNX
+152.6%
-163.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.0% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -13.6% | +3.8% | -17.5% | -14.3% |
| 3M | -2.3% | +31.9% | -34.2% | -7.6% |
| 6M | +21.9% | +68.5% | -46.6% | +8.9% |
| YTD | -0.6% | +29.5% | -30.1% | -7.0% |
| 1Y | +29.7% | -11.6% | +41.4% | +30.3% |
| 3Y | +107.3% | +85.1% | +22.2% | +74.7% |
| 5Y | +20.5% | +54.8% | -34.3% | +0.6% |
| All | -11.0% | +152.6% | -163.6% | -40.3% |
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 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