+339.3%
RF vs NTNX
+154.7%
+184.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.0% |
| 7D | +2.7% | +1.2% | +1.5% | +2.5% |
| 30D | -3.4% | +7.7% | -11.0% | -4.6% |
| 3M | +6.4% | +30.2% | -23.8% | +1.8% |
| 6M | +13.4% | +69.4% | -56.0% | +3.3% |
| YTD | +14.2% | +30.6% | -16.3% | +8.2% |
| 1Y | +15.7% | -10.0% | +25.7% | +15.9% |
| 3Y | +91.3% | +86.6% | +4.7% | +65.6% |
| 5Y | +89.8% | +57.1% | +32.7% | +62.5% |
| All | +339.3% | +154.7% | +184.7% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling