-46.7%
QS vs NTNX
+210.9%
-257.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.7% |
| 7D | -3.6% | -3.1% | -0.5% | -2.6% |
| 30D | -17.2% | +2.0% | -19.2% | -17.9% |
| 3M | -27.0% | +34.0% | -60.9% | -33.9% |
| 6M | -24.6% | +72.4% | -97.0% | -38.5% |
| YTD | -49.3% | +27.5% | -76.9% | -54.4% |
| 1Y | -40.3% | -18.7% | -21.6% | -37.2% |
| 3Y | -23.8% | +80.8% | -104.6% | -46.6% |
| 5Y | -75.0% | +54.5% | -129.4% | -82.6% |
| All | -46.7% | +210.9% | -257.6% | -63.2% |
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