+83.0%
PL vs NTNX
+154.4%
-71.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -9.3% | -1.6% | -7.7% | -8.8% |
| 30D | -18.9% | +11.6% | -30.6% | -22.2% |
| 3M | -58.4% | +23.8% | -82.2% | -61.6% |
| 6M | -30.3% | +68.8% | -99.1% | -43.5% |
| YTD | -8.1% | +31.7% | -39.8% | -19.0% |
| 1Y | +180.5% | -0.9% | +181.4% | +175.9% |
| 3Y | +444.1% | +95.0% | +349.1% | +322.4% |
| 5Y | +83.0% | +57.4% | +25.6% | +38.8% |
| All | +83.0% | +154.4% | -71.4% | +38.0% |
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