-16.0%
NTNX vs BG
+8.8%
-24.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.6% | -9.7% | -8.0% |
| 7D | -17.2% | +2.6% | -19.8% | -17.0% |
| 30D | -20.2% | -8.2% | -12.1% | -20.7% |
| 3M | -4.0% | -7.0% | +3.0% | -4.8% |
| 6M | +34.8% | -23.5% | +58.3% | +32.8% |
| YTD | +13.3% | +12.6% | +0.6% | +15.0% |
| 1Y | -16.0% | +5.8% | -21.8% | -14.1% |
| All | -16.0% | +8.8% | -24.8% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling