+78.2%
NTNX vs EXPD
+321.7%
-243.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | -0.2% |
| 7D | -3.1% | +2.0% | -5.2% | -4.2% |
| 30D | +2.0% | +4.4% | -2.4% | -0.4% |
| 3M | +34.0% | +15.7% | +18.2% | +23.3% |
| 6M | +72.4% | +37.5% | +34.9% | +43.2% |
| YTD | +27.5% | +29.9% | -2.4% | +7.9% |
| 1Y | -18.7% | +57.8% | -76.5% | -39.2% |
| 3Y | +80.8% | +71.6% | +9.1% | +23.4% |
| 5Y | +54.5% | +62.2% | -7.8% | +6.4% |
| All | +78.2% | +321.7% | -243.5% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling