+90.2%
NTR vs NTNX
+86.8%
+3.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.4% |
| 7D | -1.3% | -3.1% | +1.9% | -1.0% |
| 30D | +16.8% | +2.0% | +14.8% | +16.5% |
| 3M | +20.7% | +34.0% | -13.2% | +16.8% |
| 6M | +0.5% | +72.4% | -71.8% | -5.9% |
| YTD | +29.2% | +27.5% | +1.7% | +24.7% |
| 1Y | +39.6% | -18.7% | +58.3% | +41.6% |
| 3Y | +37.9% | +80.8% | -42.9% | +23.3% |
| 5Y | +47.1% | +54.5% | -7.4% | +31.5% |
| All | +90.2% | +86.8% | +3.3% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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