-28.4%
QS vs NTNX
+0.3%
-28.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | -1.6% | -0.7% | -2.0% |
| 30D | -0.7% | +11.6% | -12.4% | -3.2% |
| 3M | -39.6% | +23.8% | -63.5% | -42.5% |
| 6M | -21.7% | +68.8% | -90.5% | -31.1% |
| YTD | -47.4% | +31.7% | -79.1% | -48.2% |
| 1Y | -28.4% | -0.9% | -27.5% | -7.5% |
| All | -28.4% | +0.3% | -28.6% | -7.5% |
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 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