-9.1%
NTNX vs DTE
+5.6%
-14.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -4.0% | -0.6% |
| 7D | -12.3% | +4.2% | -16.6% | -11.0% |
| 30D | -13.2% | +10.0% | -23.2% | -10.3% |
| 3M | +3.6% | -2.1% | +5.6% | +2.7% |
| 6M | +45.7% | -4.7% | +50.3% | +43.7% |
| YTD | +23.2% | +9.3% | +13.9% | +25.3% |
| 1Y | -9.1% | +6.6% | -15.7% | -6.8% |
| All | -9.1% | +5.6% | -14.7% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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