+27.4%
O vs NTNX
+82.3%
-54.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -2.9% | -3.1% | +0.3% | -2.9% |
| 30D | -4.5% | +2.0% | -6.5% | -4.5% |
| 3M | -2.6% | +34.0% | -36.6% | -1.9% |
| 6M | -5.6% | +72.4% | -78.0% | -4.2% |
| YTD | +9.3% | +27.5% | -18.3% | +10.4% |
| 1Y | +4.3% | -18.7% | +23.0% | +4.9% |
| 3Y | +27.4% | +80.8% | -53.3% | +17.6% |
| All | +27.4% | +82.3% | -54.9% | +17.6% |
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