+544.3%
NYT vs NTNX
+155.4%
+388.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +4.8% |
| 7D | +4.5% | -0.5% | +5.1% | +4.6% |
| 30D | +8.6% | +1.6% | +6.9% | +8.3% |
| 3M | -3.8% | +37.3% | -41.1% | -7.9% |
| 6M | -10.8% | +72.3% | -83.1% | -17.5% |
| YTD | +2.2% | +31.0% | -28.8% | -2.3% |
| 1Y | +20.8% | -14.6% | +35.3% | +21.8% |
| 3Y | +68.0% | +89.6% | -21.6% | +47.3% |
| 5Y | +49.9% | +62.2% | -12.3% | +29.1% |
| All | +544.3% | +155.4% | +388.9% | +396.7% |
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