+27.5%
QSR vs NTNX
+82.3%
-54.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.6% |
| 7D | -4.0% | -3.1% | -0.9% | -3.8% |
| 30D | +2.8% | +2.0% | +0.8% | +2.6% |
| 3M | +5.1% | +34.0% | -28.9% | +3.5% |
| 6M | +8.8% | +72.4% | -63.6% | +5.3% |
| YTD | +14.8% | +27.5% | -12.7% | +12.6% |
| 1Y | +25.7% | -18.7% | +44.5% | +25.6% |
| 3Y | +27.5% | +80.8% | -53.2% | +15.6% |
| All | +27.5% | +82.3% | -54.8% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling