+43.8%
QLD vs NTNX
+0.3%
+43.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +0.6% | -1.6% | +2.2% | +0.7% |
| 30D | -0.1% | +11.6% | -11.8% | -1.3% |
| 3M | -8.4% | +23.8% | -32.2% | -10.2% |
| 6M | +32.2% | +68.8% | -36.6% | +24.3% |
| YTD | +28.9% | +31.7% | -2.8% | +24.0% |
| 1Y | +43.8% | -0.9% | +44.7% | +46.2% |
| All | +43.8% | +0.3% | +43.6% | +46.2% |
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