+405.1%
META vs NTNX
+127.8%
+277.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | +5.2% | +3.4% | +1.7% | +4.4% |
| 30D | -13.0% | -13.6% | +0.6% | -10.2% |
| 3M | +7.9% | -11.1% | +19.1% | +10.6% |
| 6M | +4.2% | +35.7% | -31.4% | -3.4% |
| YTD | -2.5% | +16.8% | -19.3% | -7.6% |
| 1Y | +5.6% | -9.1% | +14.7% | +5.5% |
| 3Y | +96.8% | +55.8% | +41.0% | +69.5% |
| 5Y | +90.0% | +73.4% | +16.7% | +53.0% |
| 10Y | +444.3% | +113.6% | +330.7% | +288.9% |
| All | +405.1% | +127.8% | +277.2% | +260.6% |
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