+78.2%
NTNX vs BTG
+149.8%
-71.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.1% | -3.8% | +0.6% | -2.7% |
| 30D | +2.0% | +3.6% | -1.7% | +1.5% |
| 3M | +34.0% | +32.0% | +1.9% | +29.3% |
| 6M | +72.4% | +3.4% | +69.0% | +70.0% |
| YTD | +27.5% | +20.8% | +6.7% | +22.6% |
| 1Y | -18.7% | +22.4% | -41.2% | -22.5% |
| 3Y | +80.8% | +91.7% | -11.0% | +59.0% |
| 5Y | +54.5% | +79.0% | -24.5% | +35.1% |
| All | +78.2% | +149.8% | -71.6% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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