+406.8%
META vs NTNX
+146.9%
+259.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -0.9% |
| 7D | +5.5% | -3.9% | +9.4% | +6.4% |
| 30D | +7.6% | +1.7% | +5.8% | +7.0% |
| 3M | +13.0% | +31.7% | -18.8% | +6.0% |
| 6M | -1.3% | +69.4% | -70.7% | -13.4% |
| YTD | -2.2% | +26.6% | -28.8% | -8.8% |
| 1Y | -14.0% | -15.2% | +1.2% | -12.8% |
| 3Y | +118.2% | +80.9% | +37.3% | +81.8% |
| 5Y | +71.7% | +53.3% | +18.3% | +41.0% |
| All | +406.8% | +146.9% | +259.9% | +255.8% |
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