-74.2%
OPEN vs NTNX
+186.9%
-261.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.7% |
| 7D | -11.4% | -3.1% | -8.3% | -10.0% |
| 30D | -20.1% | +2.0% | -22.0% | -20.8% |
| 3M | -37.6% | +34.0% | -71.5% | -45.8% |
| 6M | -47.1% | +72.4% | -119.4% | -59.6% |
| YTD | -52.1% | +27.5% | -79.7% | -58.4% |
| 1Y | -73.5% | -18.7% | -54.7% | -71.5% |
| 3Y | -24.4% | +80.8% | -105.1% | -53.5% |
| 5Y | -85.1% | +54.5% | -139.6% | -91.0% |
| All | -74.2% | +186.9% | -261.0% | -87.2% |
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