+78.2%
NTNX vs URA
+361.5%
-283.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.0% | +2.0% |
| 7D | -3.1% | -5.5% | +2.3% | -1.2% |
| 30D | +2.0% | -3.7% | +5.7% | +3.1% |
| 3M | +34.0% | -2.9% | +36.9% | +33.9% |
| 6M | +72.4% | -15.2% | +87.6% | +77.9% |
| YTD | +27.5% | +1.9% | +25.7% | +18.7% |
| 1Y | -18.7% | +6.9% | -25.7% | -28.2% |
| 3Y | +80.8% | +99.6% | -18.9% | +11.6% |
| 5Y | +54.5% | +101.2% | -46.7% | -12.3% |
| All | +78.2% | +361.5% | -283.3% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling