-90.4%
NIO vs NTNX
+54.0%
-144.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.9% |
| 7D | -2.9% | -3.1% | +0.2% | -2.2% |
| 30D | -18.7% | +2.0% | -20.7% | -19.2% |
| 3M | -29.4% | +34.0% | -63.4% | -34.3% |
| 6M | -32.5% | +72.4% | -104.9% | -41.2% |
| YTD | -27.6% | +27.5% | -55.2% | -32.6% |
| 1Y | -39.2% | -18.7% | -20.5% | -36.6% |
| 3Y | -64.3% | +80.8% | -145.0% | -73.8% |
| All | -90.4% | +54.0% | -144.4% | -92.9% |
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 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