+2,860.7%
NTRA vs NTNX
+148.8%
+2,711.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +0.2% | -3.1% | +3.4% | +1.1% |
| 30D | +4.1% | +2.0% | +2.1% | +3.3% |
| 3M | +50.0% | +34.0% | +16.1% | +37.6% |
| 6M | +67.3% | +72.4% | -5.1% | +41.7% |
| YTD | +43.6% | +27.5% | +16.1% | +31.5% |
| 1Y | +89.2% | -18.7% | +108.0% | +95.5% |
| 3Y | +502.5% | +80.8% | +421.8% | +370.7% |
| 5Y | +173.8% | +54.5% | +119.3% | +110.6% |
| All | +2,860.7% | +148.8% | +2,711.9% | +1,684.0% |
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