+68.6%
MAR vs NTNX
+82.3%
-13.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -0.5% | -3.1% | +2.6% | -0.1% |
| 30D | -5.4% | +2.0% | -7.4% | -5.8% |
| 3M | -15.5% | +34.0% | -49.5% | -19.3% |
| 6M | +3.0% | +72.4% | -69.4% | -6.5% |
| YTD | +8.5% | +27.5% | -19.0% | +3.9% |
| 1Y | +26.0% | -18.7% | +44.7% | +31.3% |
| 3Y | +68.6% | +80.8% | -12.1% | +44.0% |
| All | +68.6% | +82.3% | -13.7% | +44.0% |
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