+93.9%
NXT vs NTNX
+82.3%
+11.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | -1.9% | -3.1% | +1.2% | -1.6% |
| 30D | -20.0% | +2.0% | -22.0% | -20.2% |
| 3M | -30.7% | +34.0% | -64.7% | -32.7% |
| 6M | -29.0% | +72.4% | -101.4% | -32.7% |
| YTD | -4.8% | +27.5% | -32.4% | -6.1% |
| 1Y | +22.8% | -18.7% | +41.5% | +30.1% |
| 3Y | +93.9% | +80.8% | +13.2% | +39.4% |
| All | +93.9% | +82.3% | +11.6% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling