+1,258.4%
NET vs NTNX
+120.1%
+1,138.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -8.1% | -0.2% | -4.3% |
| 7D | -21.2% | -17.2% | -4.0% | -13.3% |
| 30D | -31.1% | -20.2% | -10.9% | -22.7% |
| 3M | -16.5% | -4.0% | -12.6% | -14.0% |
| 6M | 0.0% | +34.8% | -34.8% | -12.1% |
| YTD | +24.0% | +13.3% | +10.8% | +17.6% |
| 1Y | +7.0% | -16.0% | +23.0% | +15.1% |
| 3Y | +279.6% | +56.2% | +223.4% | +200.7% |
| 5Y | +24.0% | +64.2% | -40.3% | -8.9% |
| All | +1,258.4% | +120.1% | +1,138.3% | +717.9% |
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 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