+1,145.2%
NRG vs NTNX
+148.8%
+996.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.5% |
| 7D | -4.7% | -3.1% | -1.5% | -4.2% |
| 30D | -6.0% | +2.0% | -7.9% | -6.3% |
| 3M | -8.0% | +34.0% | -41.9% | -12.2% |
| 6M | -23.2% | +72.4% | -95.5% | -30.2% |
| YTD | -28.1% | +27.5% | -55.6% | -31.7% |
| 1Y | -27.3% | -18.7% | -8.5% | -26.1% |
| 3Y | +208.7% | +80.8% | +127.9% | +174.3% |
| 5Y | +197.7% | +54.5% | +143.2% | +161.8% |
| All | +1,145.2% | +148.8% | +996.4% | +828.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling