-21.9%
TLT vs NTNX
+146.9%
-168.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.2% |
| 7D | -1.6% | -3.9% | +2.3% | -1.6% |
| 30D | -1.3% | +1.7% | -3.0% | -1.3% |
| 3M | -3.7% | +31.7% | -35.5% | -3.3% |
| 6M | -6.4% | +69.4% | -75.7% | -5.5% |
| YTD | -4.5% | +26.6% | -31.0% | -4.0% |
| 1Y | -5.9% | -15.2% | +9.3% | -6.0% |
| 3Y | -2.8% | +80.9% | -83.7% | -1.3% |
| 5Y | -35.1% | +53.3% | -88.4% | -34.0% |
| All | -21.9% | +146.9% | -168.8% | -17.9% |
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