+216.4%
TER vs NTNX
+54.0%
+162.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +6.4% | -3.1% | +9.5% | +7.0% |
| 30D | -5.7% | +2.0% | -7.6% | -6.1% |
| 3M | -0.4% | +34.0% | -34.4% | -6.8% |
| 6M | +25.8% | +72.4% | -46.5% | +8.9% |
| YTD | +96.4% | +27.5% | +68.9% | +82.7% |
| 1Y | +229.2% | -18.7% | +248.0% | +245.1% |
| 3Y | +288.1% | +80.8% | +207.4% | +207.9% |
| All | +216.4% | +54.0% | +162.4% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling