+543.7%
QQQ vs NTNX
+148.8%
+394.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -0.6% | -3.1% | +2.6% | 0.0% |
| 30D | -1.2% | +2.0% | -3.2% | -1.6% |
| 3M | -0.2% | +34.0% | -34.2% | -5.7% |
| 6M | +17.9% | +72.4% | -54.5% | +5.6% |
| YTD | +16.6% | +27.5% | -10.9% | +10.0% |
| 1Y | +23.0% | -18.7% | +41.7% | +25.6% |
| 3Y | +92.9% | +80.8% | +12.2% | +65.2% |
| 5Y | +95.6% | +54.5% | +41.1% | +65.0% |
| All | +543.7% | +148.8% | +394.9% | +370.7% |
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 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