+169.1%
NTAP vs NTNX
+82.3%
+86.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.8% | +8.3% |
| 7D | +7.4% | -3.1% | +10.5% | +8.3% |
| 30D | -1.4% | +2.0% | -3.3% | -2.0% |
| 3M | +24.6% | +34.0% | -9.4% | +14.8% |
| 6M | +105.9% | +72.4% | +33.5% | +78.1% |
| YTD | +88.5% | +27.5% | +61.0% | +73.9% |
| 1Y | +62.1% | -18.7% | +80.8% | +64.8% |
| 3Y | +169.1% | +80.8% | +88.3% | +104.0% |
| All | +169.1% | +82.3% | +86.8% | +104.0% |
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