+68.6%
PL vs NTNX
+144.6%
-76.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.3% |
| 7D | -9.0% | -3.9% | -5.1% | -7.7% |
| 30D | -29.6% | +1.7% | -31.3% | -30.1% |
| 3M | -45.7% | +31.7% | -77.4% | -51.1% |
| 6M | -34.3% | +69.4% | -103.6% | -46.8% |
| YTD | -15.4% | +26.6% | -41.9% | -24.4% |
| 1Y | +86.1% | -15.2% | +101.3% | +92.8% |
| 3Y | +509.1% | +80.9% | +428.2% | +385.1% |
| 5Y | +68.3% | +53.3% | +15.0% | +29.5% |
| All | +68.6% | +144.6% | -76.0% | +28.9% |
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