-34.6%
QID vs NTNX
-15.3%
-19.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.7% |
| 7D | +1.3% | -3.1% | +4.4% | +0.9% |
| 30D | +2.9% | +2.0% | +1.0% | +3.2% |
| 3M | -0.7% | +34.0% | -34.7% | +2.3% |
| 6M | -29.7% | +72.4% | -102.1% | -24.9% |
| YTD | -27.9% | +27.5% | -55.4% | -25.0% |
| 1Y | -34.6% | -18.7% | -15.8% | -36.7% |
| All | -34.6% | -15.3% | -19.2% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling