+74.1%
NSC vs NTNX
+82.3%
-8.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.8% | -3.1% | +0.4% | -2.6% |
| 30D | -4.5% | +2.0% | -6.5% | -4.6% |
| 3M | +3.5% | +34.0% | -30.4% | +1.8% |
| 6M | +8.5% | +72.4% | -63.9% | +4.6% |
| YTD | +12.3% | +27.5% | -15.2% | +10.8% |
| 1Y | +18.9% | -18.7% | +37.7% | +22.1% |
| 3Y | +74.1% | +80.8% | -6.6% | +47.8% |
| All | +74.1% | +82.3% | -8.2% | +47.8% |
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 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