+171.4%
NTNX vs JAAA
+29.4%
+142.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.6% |
| 7D | -3.1% | +0.1% | -3.2% | -3.3% |
| 30D | +2.0% | +0.5% | +1.4% | +0.7% |
| 3M | +34.0% | +1.3% | +32.7% | +30.0% |
| 6M | +72.4% | +2.8% | +69.6% | +61.7% |
| YTD | +27.5% | +3.3% | +24.3% | +18.5% |
| 1Y | -18.7% | +4.9% | -23.7% | -27.1% |
| 3Y | +80.8% | +19.0% | +61.8% | +45.3% |
| 5Y | +54.5% | +26.9% | +27.6% | +17.0% |
| All | +171.4% | +29.4% | +142.0% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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