+157.5%
NTNX vs BOXX
+18.5%
+139.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | +2.0% | +0.3% | +1.7% | +1.7% |
| 3M | +34.0% | +1.0% | +32.9% | +32.9% |
| 6M | +72.4% | +1.9% | +70.5% | +71.8% |
| YTD | +27.5% | +2.7% | +24.8% | +28.0% |
| 1Y | -18.7% | +4.0% | -22.8% | -16.1% |
| 3Y | +80.8% | +14.7% | +66.1% | +203.6% |
| All | +157.5% | +18.5% | +139.0% | +498.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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