+303.7%
NSC vs NTNX
+148.8%
+155.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.8% | -3.1% | +0.4% | -2.4% |
| 30D | -4.5% | +2.0% | -6.5% | -4.8% |
| 3M | +3.5% | +34.0% | -30.4% | -0.3% |
| 6M | +8.5% | +72.4% | -63.9% | +0.6% |
| YTD | +12.3% | +27.5% | -15.2% | +7.9% |
| 1Y | +18.9% | -18.7% | +37.7% | +20.7% |
| 3Y | +74.1% | +80.8% | -6.6% | +54.3% |
| 5Y | +43.9% | +54.5% | -10.6% | +26.2% |
| All | +303.7% | +148.8% | +155.0% | +200.8% |
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