+208.0%
SHEL vs NTNX
+148.8%
+59.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.8% |
| 7D | +4.1% | -3.1% | +7.3% | +4.5% |
| 30D | +8.4% | +2.0% | +6.4% | +8.1% |
| 3M | +13.7% | +34.0% | -20.2% | +10.0% |
| 6M | +12.7% | +72.4% | -59.7% | +5.6% |
| YTD | +35.3% | +27.5% | +7.8% | +30.6% |
| 1Y | +39.4% | -18.7% | +58.1% | +41.2% |
| 3Y | +71.5% | +80.8% | -9.3% | +54.5% |
| 5Y | +195.0% | +54.5% | +140.5% | +164.0% |
| All | +208.0% | +148.8% | +59.3% | +139.9% |
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 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