+21.4%
QSR vs NTNX
-16.9%
+38.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.1% | +8.3% | +0.6% |
| 7D | +7.6% | -17.2% | +24.8% | +8.6% |
| 30D | +11.8% | -20.2% | +32.1% | +13.1% |
| 3M | +6.4% | -4.0% | +10.3% | +6.2% |
| 6M | -2.1% | +34.8% | -36.9% | -4.7% |
| YTD | +18.3% | +13.3% | +5.0% | +14.3% |
| 1Y | +21.4% | -16.0% | +37.4% | +18.7% |
| All | +21.4% | -16.9% | +38.3% | +18.7% |
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 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