+33.2%
NEE vs NTNX
+82.3%
-49.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.1% |
| 7D | -1.3% | -3.1% | +1.8% | -1.4% |
| 30D | -3.3% | +2.0% | -5.3% | -3.3% |
| 3M | -2.3% | +34.0% | -36.2% | -1.7% |
| 6M | -8.9% | +72.4% | -81.2% | -8.0% |
| YTD | +4.8% | +27.5% | -22.8% | +6.0% |
| 1Y | +18.7% | -18.7% | +37.5% | +21.2% |
| 3Y | +33.2% | +80.8% | -47.5% | +5.2% |
| All | +33.2% | +82.3% | -49.1% | +5.2% |
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 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