+80.8%
NTNX vs URA
+101.1%
-20.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.0% | +1.3% |
| 7D | -3.1% | -5.5% | +2.3% | -2.3% |
| 30D | +2.0% | -3.7% | +5.7% | +2.5% |
| 3M | +34.0% | -2.9% | +36.9% | +34.2% |
| 6M | +72.4% | -15.2% | +87.6% | +75.3% |
| YTD | +27.5% | +1.9% | +25.7% | +22.2% |
| 1Y | -18.7% | +6.9% | -25.7% | -24.9% |
| 3Y | +80.8% | +99.6% | -18.9% | +32.4% |
| All | +80.8% | +101.1% | -20.3% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling