+57.6%
NTNX vs USFR
+20.6%
+37.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.4% |
| 7D | -3.1% | +0.1% | -3.3% | -3.7% |
| 30D | +2.0% | +0.4% | +1.6% | +0.5% |
| 3M | +34.0% | +1.0% | +32.9% | +28.4% |
| 6M | +72.4% | +2.0% | +70.4% | +59.5% |
| YTD | +27.5% | +2.8% | +24.8% | +14.3% |
| 1Y | -18.7% | +4.1% | -22.8% | -31.8% |
| 3Y | +80.8% | +14.1% | +66.6% | -5.3% |
| All | +57.6% | +20.6% | +37.0% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling