+35.9%
RUN vs NTNX
+148.8%
-112.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -3.7% | -3.1% | -0.6% | -2.9% |
| 30D | -13.0% | +2.0% | -15.0% | -13.6% |
| 3M | -31.8% | +34.0% | -65.7% | -37.4% |
| 6M | -32.2% | +72.4% | -104.6% | -42.8% |
| YTD | -53.5% | +27.5% | -81.0% | -57.2% |
| 1Y | -46.5% | -18.7% | -27.8% | -44.7% |
| 3Y | -37.6% | +80.8% | -118.4% | -54.1% |
| 5Y | -80.9% | +54.5% | -135.3% | -86.0% |
| All | +35.9% | +148.8% | -112.9% | -20.7% |
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 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