+176.0%
QLD vs NTNX
+85.1%
+90.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -1.8% | +3.8% | -5.6% | -3.2% |
| 3M | -0.1% | +31.9% | -32.0% | -9.9% |
| 6M | +32.6% | +68.5% | -35.9% | +7.2% |
| YTD | +27.9% | +29.5% | -1.6% | +14.4% |
| 1Y | +40.3% | -11.6% | +51.9% | +46.9% |
| All | +176.0% | +85.1% | +90.8% | +81.4% |
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