-53.1%
TE vs NTNX
+91.2%
-144.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +0.2% | -3.1% | +3.4% | +0.8% |
| 30D | -5.9% | +2.0% | -7.9% | -6.2% |
| 3M | -45.6% | +34.0% | -79.5% | -48.4% |
| 6M | -43.4% | +72.4% | -115.8% | -49.0% |
| YTD | -31.0% | +27.5% | -58.5% | -34.8% |
| 1Y | +145.2% | -18.7% | +164.0% | +151.4% |
| 3Y | -24.1% | +80.8% | -104.8% | -33.5% |
| 5Y | -48.1% | +54.5% | -102.6% | -57.1% |
| All | -53.1% | +91.2% | -144.3% | -61.5% |
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