+32.6%
NET vs NTNX
+75.0%
-42.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.6% |
| 7D | -16.4% | -12.3% | -4.0% | -8.9% |
| 30D | -25.8% | -13.2% | -12.6% | -18.5% |
| 3M | -11.5% | +3.6% | -15.1% | -12.5% |
| 6M | +18.9% | +45.7% | -26.7% | -4.6% |
| YTD | +35.2% | +23.2% | +12.0% | +18.9% |
| 1Y | +14.5% | -9.1% | +23.5% | +19.1% |
| 3Y | +313.8% | +69.9% | +243.9% | +168.8% |
| 5Y | +32.6% | +77.7% | -45.1% | +11.1% |
| All | +32.6% | +75.0% | -42.4% | +11.1% |
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