+76.8%
NTNX vs EXEL
+361.7%
-284.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -1.9% |
| 7D | -3.9% | -2.9% | -1.0% | -3.2% |
| 30D | +1.7% | +11.9% | -10.2% | -1.3% |
| 3M | +31.7% | +9.2% | +22.5% | +28.4% |
| 6M | +69.4% | +39.1% | +30.3% | +54.0% |
| YTD | +26.6% | +31.0% | -4.5% | +16.5% |
| 1Y | -15.2% | +52.3% | -67.5% | -25.6% |
| 3Y | +80.9% | +159.7% | -78.8% | +29.7% |
| 5Y | +53.3% | +187.7% | -134.4% | +4.5% |
| All | +76.8% | +361.7% | -284.8% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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