+78.2%
NTNX vs BG
+181.9%
-103.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -3.1% | +3.1% | -6.3% | -3.8% |
| 30D | +2.0% | +10.2% | -8.3% | -0.4% |
| 3M | +34.0% | -1.7% | +35.6% | +33.8% |
| 6M | +72.4% | +1.0% | +71.4% | +70.9% |
| YTD | +27.5% | +39.9% | -12.4% | +16.5% |
| 1Y | -18.7% | +53.2% | -72.0% | -27.7% |
| 3Y | +80.8% | +16.3% | +64.5% | +69.6% |
| 5Y | +54.5% | +83.9% | -29.4% | +20.9% |
| All | +78.2% | +181.9% | -103.7% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling