+56.4%
NTNX vs REPL
-58.3%
+114.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.4% | +6.1% | -2.1% |
| 7D | -3.9% | -13.4% | +9.5% | -3.6% |
| 30D | +1.7% | -3.0% | +4.7% | +1.7% |
| 3M | +31.7% | +56.3% | -24.6% | +28.9% |
| 6M | +69.4% | +60.9% | +8.5% | +62.2% |
| YTD | +26.6% | +36.2% | -9.7% | +21.8% |
| 1Y | -15.2% | +121.0% | -136.2% | -22.0% |
| 3Y | +80.9% | -32.8% | +113.7% | +71.2% |
| All | +56.4% | -58.3% | +114.7% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 5y: compounded portfolio wealth divided by compounded REPL 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…
5y analysis · Full analysis span regression · 6 months rolling