-99.1%
QID vs NTNX
+148.8%
-247.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.5% |
| 7D | +1.3% | -3.1% | +4.4% | +0.1% |
| 30D | +2.9% | +2.0% | +1.0% | +4.0% |
| 3M | -0.7% | +34.0% | -34.7% | +11.1% |
| 6M | -29.7% | +72.4% | -102.1% | -12.6% |
| YTD | -27.9% | +27.5% | -55.4% | -19.3% |
| 1Y | -34.6% | -18.7% | -15.8% | -37.8% |
| 3Y | -73.5% | +80.8% | -154.3% | -61.7% |
| 5Y | -81.0% | +54.5% | -135.5% | -68.8% |
| All | -99.1% | +148.8% | -247.8% | -97.6% |
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