+19.5%
NTNX vs REPL
-7.7%
+27.2%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | +1.2% | -5.7% | +6.9% | +1.5% |
| 30D | +7.7% | +22.5% | -14.8% | +6.4% |
| 3M | +30.2% | +64.7% | -34.5% | +23.2% |
| 6M | +69.4% | +83.0% | -13.6% | +50.4% |
| YTD | +30.6% | +52.0% | -21.4% | +17.2% |
| 1Y | -10.0% | +144.5% | -154.5% | -25.8% |
| 3Y | +86.6% | -25.1% | +111.7% | +44.9% |
| 5Y | +57.1% | -52.9% | +110.0% | +26.0% |
| All | +19.5% | -7.7% | +27.2% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling