+62.5%
NLY vs NTNX
+82.3%
-19.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.5% |
| 7D | -4.0% | -3.1% | -0.8% | -3.7% |
| 30D | -5.2% | +2.0% | -7.2% | -5.4% |
| 3M | +2.8% | +34.0% | -31.1% | +0.4% |
| 6M | +4.2% | +72.4% | -68.2% | -0.8% |
| YTD | +4.7% | +27.5% | -22.9% | +2.3% |
| 1Y | +12.7% | -18.7% | +31.5% | +15.3% |
| 3Y | +62.5% | +80.8% | -18.2% | +29.2% |
| All | +62.5% | +82.3% | -19.8% | +29.2% |
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