+80.9%
NTNX vs URA
+396.8%
-315.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | +0.1% | +5.7% | -5.6% | -2.0% |
| 30D | +3.8% | +5.6% | -1.7% | +1.4% |
| 3M | +31.9% | +6.2% | +25.7% | +27.4% |
| 6M | +68.5% | -8.2% | +76.7% | +68.7% |
| YTD | +29.5% | +9.7% | +19.8% | +17.3% |
| 1Y | -11.6% | +17.0% | -28.6% | -24.6% |
| 3Y | +85.1% | +118.5% | -33.4% | +10.3% |
| 5Y | +54.8% | +134.3% | -79.5% | -18.8% |
| All | +80.9% | +396.8% | -315.8% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling