+43.3%
SHEL vs NTNX
-9.1%
+52.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.3% |
| 7D | -3.2% | -12.3% | +9.2% | -3.6% |
| 30D | +5.5% | -13.2% | +18.8% | +5.1% |
| 3M | +14.4% | +3.6% | +10.8% | +14.3% |
| 6M | +16.2% | +45.7% | -29.5% | +16.8% |
| YTD | +42.4% | +23.2% | +19.2% | +42.6% |
| 1Y | +43.3% | -9.1% | +52.4% | +45.1% |
| All | +43.3% | -9.1% | +52.4% | +45.1% |
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