+272.6%
P vs NTNX
+54.0%
+218.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.6% | +4.1% |
| 7D | -1.3% | -3.1% | +1.8% | -0.3% |
| 30D | -11.9% | +2.0% | -13.8% | -12.7% |
| 3M | +41.6% | +34.0% | +7.6% | +27.9% |
| 6M | +58.1% | +72.4% | -14.3% | +30.1% |
| YTD | +46.5% | +27.5% | +19.0% | +32.4% |
| 1Y | +19.1% | -18.7% | +37.8% | +24.4% |
| 3Y | +150.6% | +80.8% | +69.8% | +88.6% |
| All | +272.6% | +54.0% | +218.6% | +229.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling