-9.1%
NVTS vs NTNX
+80.9%
-90.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | -1.4% | -3.1% | +1.7% | -0.3% |
| 30D | -16.5% | +2.0% | -18.5% | -17.3% |
| 3M | -47.6% | +34.0% | -81.6% | -53.4% |
| 6M | +7.3% | +72.4% | -65.1% | -15.5% |
| YTD | +62.9% | +27.5% | +35.4% | +43.6% |
| 1Y | +91.3% | -18.7% | +110.0% | +101.1% |
| 3Y | +43.4% | +80.8% | -37.3% | -5.4% |
| All | -9.1% | +80.9% | -90.1% | -39.0% |
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 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