+76.8%
NTNX vs USFR
+28.0%
+48.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -3.9% | +0.1% | -4.0% | -4.1% |
| 30D | +1.7% | +0.3% | +1.4% | +0.9% |
| 3M | +31.7% | +1.0% | +30.8% | +28.6% |
| 6M | +69.4% | +1.9% | +67.4% | +61.5% |
| YTD | +26.6% | +2.7% | +23.9% | +18.4% |
| 1Y | -15.2% | +4.0% | -19.2% | -23.4% |
| 3Y | +80.9% | +14.1% | +66.9% | +27.8% |
| 5Y | +53.3% | +20.5% | +32.8% | -6.2% |
| All | +76.8% | +28.0% | +48.8% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling