+340.2%
RF vs NTNX
+148.8%
+191.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -1.0% | -3.1% | +2.2% | -0.5% |
| 30D | -3.7% | +2.0% | -5.6% | -4.1% |
| 3M | +5.3% | +34.0% | -28.6% | +0.3% |
| 6M | +17.2% | +72.4% | -55.2% | +6.4% |
| YTD | +14.5% | +27.5% | -13.1% | +8.8% |
| 1Y | +15.9% | -18.7% | +34.7% | +18.1% |
| 3Y | +91.2% | +80.8% | +10.4% | +66.3% |
| 5Y | +90.0% | +54.5% | +35.5% | +63.2% |
| All | +340.2% | +148.8% | +191.5% | +225.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling