+152.0%
QQQM vs NTNX
+183.0%
-31.0%
-35.0%
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% | +0.1% |
| 30D | -1.2% | +2.0% | -3.2% | -1.7% |
| 3M | -0.1% | +34.0% | -34.1% | -6.3% |
| 6M | +18.0% | +72.4% | -54.4% | +3.9% |
| YTD | +16.7% | +27.5% | -10.8% | +9.3% |
| 1Y | +23.0% | -18.7% | +41.8% | +26.9% |
| 3Y | +93.3% | +80.8% | +12.6% | +59.6% |
| 5Y | +96.3% | +54.5% | +41.8% | +62.9% |
| All | +152.0% | +183.0% | -31.0% | +72.5% |
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