-71.3%
QS vs NTNX
-9.1%
-62.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.5% | +9.0% | +7.7% |
| 7D | +4.5% | -12.3% | +16.8% | +6.1% |
| 30D | -4.1% | -13.2% | +9.1% | -2.5% |
| 3M | -22.1% | +3.6% | -25.7% | -22.2% |
| 6M | -38.4% | +45.7% | -84.1% | -39.2% |
| YTD | -57.5% | +23.2% | -80.7% | -58.4% |
| 1Y | -71.3% | -9.1% | -62.2% | -71.3% |
| All | -71.3% | -9.1% | -62.2% | -71.3% |
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