+78.2%
NTNX vs DTE
+130.1%
-51.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | -3.1% | -2.6% | -0.6% | -2.3% |
| 30D | +2.0% | -4.4% | +6.4% | +3.5% |
| 3M | +34.0% | -8.3% | +42.3% | +37.8% |
| 6M | +72.4% | -8.1% | +80.5% | +76.4% |
| YTD | +27.5% | +4.4% | +23.1% | +23.9% |
| 1Y | -18.7% | +0.2% | -18.9% | -19.9% |
| 3Y | +80.8% | +42.6% | +38.1% | +49.6% |
| 5Y | +54.5% | +31.5% | +23.0% | +30.5% |
| All | +78.2% | +130.1% | -51.9% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling