+78.2%
NTNX vs EXR
+144.5%
-66.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -3.1% | -1.2% | -2.0% | -2.8% |
| 30D | +2.0% | -6.2% | +8.2% | +3.9% |
| 3M | +34.0% | -7.4% | +41.4% | +37.0% |
| 6M | +72.4% | -0.5% | +72.9% | +71.9% |
| YTD | +27.5% | +8.1% | +19.4% | +23.4% |
| 1Y | -18.7% | -2.9% | -15.9% | -18.9% |
| 3Y | +80.8% | +22.9% | +57.8% | +60.5% |
| 5Y | +54.5% | -10.2% | +64.6% | +52.3% |
| All | +78.2% | +144.5% | -66.3% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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