+47.2%
O vs NTNX
+148.8%
-101.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -2.9% | -3.1% | +0.3% | -2.6% |
| 30D | -4.5% | +2.0% | -6.5% | -4.7% |
| 3M | -2.6% | +34.0% | -36.6% | -5.2% |
| 6M | -5.6% | +72.4% | -78.0% | -10.5% |
| YTD | +9.3% | +27.5% | -18.3% | +6.2% |
| 1Y | +4.3% | -18.7% | +23.0% | +5.5% |
| 3Y | +27.4% | +80.8% | -53.3% | +15.6% |
| 5Y | +17.1% | +54.5% | -37.4% | +5.3% |
| All | +47.2% | +148.8% | -101.6% | +15.9% |
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