+616.3%
P vs NTNX
+152.6%
+463.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | -0.9% | +3.8% | -4.8% | -2.5% |
| 3M | +38.7% | +31.9% | +6.7% | +25.5% |
| 6M | +54.4% | +68.5% | -14.1% | +27.3% |
| YTD | +44.8% | +29.5% | +15.3% | +29.7% |
| 1Y | +22.5% | -11.6% | +34.2% | +23.3% |
| 3Y | +148.2% | +85.1% | +63.1% | +85.0% |
| 5Y | +268.9% | +54.8% | +214.1% | +175.4% |
| All | +616.3% | +152.6% | +463.7% | +310.8% |
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