-11.0%
NCLH vs NTNX
+82.3%
-93.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.5% |
| 7D | -4.8% | -3.1% | -1.7% | -4.0% |
| 30D | -21.7% | +2.0% | -23.6% | -22.1% |
| 3M | -22.2% | +34.0% | -56.2% | -27.8% |
| 6M | -27.5% | +72.4% | -99.9% | -37.8% |
| YTD | -33.6% | +27.5% | -61.1% | -38.1% |
| 1Y | -45.0% | -18.7% | -26.3% | -41.4% |
| 3Y | -11.0% | +80.8% | -91.8% | -21.7% |
| All | -11.0% | +82.3% | -93.3% | -21.7% |
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