-29.4%
QXO vs NTNX
-16.9%
-12.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -8.1% | 0.0% | -8.3% |
| 7D | +2.3% | -17.2% | +19.5% | +1.6% |
| 30D | -3.9% | -20.2% | +16.4% | -4.7% |
| 3M | -26.8% | -4.0% | -22.8% | -26.7% |
| 6M | -38.3% | +34.8% | -73.1% | -37.0% |
| YTD | -39.7% | +13.3% | -52.9% | -36.9% |
| 1Y | -29.4% | -16.0% | -13.4% | -23.7% |
| All | -29.4% | -16.9% | -12.6% | -23.7% |
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