+88.9%
RF vs NTNX
+49.8%
+39.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | -1.6% | -3.9% | +2.3% | -1.0% |
| 30D | -4.3% | +1.7% | -6.0% | -4.6% |
| 3M | +5.9% | +31.7% | -25.9% | +1.4% |
| 6M | +14.1% | +69.4% | -55.2% | +4.5% |
| YTD | +13.8% | +26.6% | -12.8% | +8.8% |
| 1Y | +15.2% | -15.2% | +30.4% | +17.1% |
| 3Y | +90.6% | +80.9% | +9.7% | +66.9% |
| 5Y | +88.9% | +53.3% | +35.6% | +69.9% |
| All | +88.9% | +49.8% | +39.1% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling