+315.2%
TECK vs NTNX
+148.8%
+166.4%
-79.7%
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% | +0.7% |
| 7D | -3.8% | -3.1% | -0.7% | -3.3% |
| 30D | +0.7% | +2.0% | -1.2% | +0.3% |
| 3M | +4.6% | +34.0% | -29.3% | -1.4% |
| 6M | +25.1% | +72.4% | -47.3% | +11.4% |
| YTD | +39.2% | +27.5% | +11.6% | +30.6% |
| 1Y | +60.3% | -18.7% | +79.1% | +63.8% |
| 3Y | +62.9% | +80.8% | -17.9% | +38.1% |
| 5Y | +181.5% | +54.5% | +127.0% | +136.2% |
| All | +315.2% | +148.8% | +166.4% | +182.1% |
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 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