+80.8%
NTNX vs FIVE
+50.7%
+30.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -3.1% | -3.0% | -0.1% | -2.8% |
| 30D | +2.0% | +2.7% | -0.7% | +1.5% |
| 3M | +34.0% | +21.1% | +12.8% | +30.9% |
| 6M | +72.4% | +11.9% | +60.5% | +69.1% |
| YTD | +27.5% | +29.9% | -2.3% | +22.7% |
| 1Y | -18.7% | +67.8% | -86.5% | -24.5% |
| 3Y | +80.8% | +52.8% | +28.0% | +52.7% |
| All | +80.8% | +50.7% | +30.0% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling