-80.3%
PATH vs NTNX
+155.5%
-235.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -24.6% | +0.1% | -24.7% | -24.6% |
| 30D | -13.0% | +3.8% | -16.8% | -14.4% |
| 3M | +26.2% | +31.9% | -5.7% | +10.3% |
| 6M | +13.4% | +68.5% | -55.1% | -12.6% |
| YTD | -17.2% | +29.5% | -46.7% | -27.5% |
| 1Y | +14.0% | -11.6% | +25.7% | +17.5% |
| 3Y | -26.6% | +85.1% | -111.7% | -47.5% |
| 5Y | -75.1% | +54.8% | -129.9% | -83.0% |
| All | -80.3% | +155.5% | -235.8% | -88.2% |
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