+2,490.2%
NVDL vs NTNX
+101.2%
+2,389.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.7% |
| 7D | -10.3% | -3.1% | -7.2% | -8.3% |
| 30D | -7.1% | +2.0% | -9.1% | -7.9% |
| 3M | +6.6% | +34.0% | -27.4% | -13.9% |
| 6M | +21.1% | +72.4% | -51.3% | -20.9% |
| YTD | +15.2% | +27.5% | -12.3% | -7.0% |
| 1Y | +18.8% | -18.7% | +37.5% | +35.8% |
| 3Y | +649.9% | +80.8% | +569.1% | +274.2% |
| All | +2,490.2% | +101.2% | +2,389.0% | +953.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling