+80.8%
NTNX vs UEC
+122.3%
-41.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +5.9% | +1.2% |
| 7D | -3.1% | -9.4% | +6.3% | -2.4% |
| 30D | +2.0% | -8.0% | +10.0% | +2.6% |
| 3M | +34.0% | -1.7% | +35.6% | +33.7% |
| 6M | +72.4% | -26.1% | +98.5% | +74.8% |
| YTD | +27.5% | -10.5% | +38.1% | +24.9% |
| 1Y | -18.7% | -13.3% | -5.5% | -21.4% |
| 3Y | +80.8% | +116.4% | -35.6% | +46.1% |
| All | +80.8% | +122.3% | -41.6% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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