-73.5%
QID vs NTNX
+82.3%
-155.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.5% |
| 7D | +1.3% | -3.1% | +4.4% | +0.2% |
| 30D | +2.9% | +2.0% | +1.0% | +4.0% |
| 3M | -0.7% | +34.0% | -34.7% | +10.7% |
| 6M | -29.7% | +72.4% | -102.1% | -12.6% |
| YTD | -27.9% | +27.5% | -55.4% | -20.3% |
| 1Y | -34.6% | -18.7% | -15.8% | -40.9% |
| 3Y | -73.5% | +80.8% | -154.3% | -56.4% |
| All | -73.5% | +82.3% | -155.8% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling