+114.1%
NTNX vs EXPD
+335.0%
-220.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +3.4% | +5.5% | -2.1% | +0.4% |
| 30D | -13.6% | -0.8% | -12.8% | -13.1% |
| 3M | -11.1% | +4.1% | -15.3% | -13.3% |
| 6M | +35.7% | +25.7% | +10.0% | +18.6% |
| YTD | +16.8% | +31.4% | -14.6% | -2.5% |
| 1Y | -9.1% | +42.2% | -51.3% | -27.9% |
| 3Y | +55.8% | +77.2% | -21.4% | +2.6% |
| 5Y | +73.4% | +61.0% | +12.4% | +18.9% |
| All | +114.1% | +335.0% | -220.9% | -17.9% |
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