+409.6%
META vs NTNX
+148.8%
+260.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +5.1% | -3.1% | +8.2% | +5.8% |
| 30D | +12.0% | +2.0% | +10.0% | +11.3% |
| 3M | +14.1% | +34.0% | -19.8% | +6.7% |
| 6M | -0.9% | +72.4% | -73.3% | -13.3% |
| YTD | -1.7% | +27.5% | -29.2% | -8.5% |
| 1Y | -13.4% | -18.7% | +5.3% | -11.3% |
| 3Y | +112.6% | +80.8% | +31.8% | +77.1% |
| 5Y | +72.6% | +54.5% | +18.1% | +41.5% |
| All | +409.6% | +148.8% | +260.9% | +257.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling