-44.1%
NIO vs NTNX
+27.1%
-71.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.9% |
| 7D | -2.9% | -3.1% | +0.2% | -2.1% |
| 30D | -18.7% | +2.0% | -20.7% | -19.2% |
| 3M | -29.4% | +34.0% | -63.4% | -34.6% |
| 6M | -32.5% | +72.4% | -104.9% | -41.8% |
| YTD | -27.6% | +27.5% | -55.2% | -33.2% |
| 1Y | -39.2% | -18.7% | -20.5% | -37.2% |
| 3Y | -64.3% | +80.8% | -145.0% | -72.5% |
| 5Y | -90.3% | +54.5% | -144.8% | -92.6% |
| All | -44.1% | +27.1% | -71.2% | -58.2% |
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 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