+86.4%
META vs NTNX
+73.4%
+13.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | +5.2% | +3.4% | +1.7% | +4.1% |
| 30D | -13.0% | -13.6% | +0.6% | -9.4% |
| 3M | +7.9% | -11.1% | +19.1% | +11.3% |
| 6M | +4.2% | +35.7% | -31.4% | -5.7% |
| YTD | -2.5% | +16.8% | -19.3% | -8.9% |
| 1Y | +5.6% | -9.1% | +14.7% | +6.1% |
| 3Y | +96.8% | +55.8% | +41.0% | +56.6% |
| All | +86.4% | +73.4% | +13.0% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling