+33.6%
TSLA vs NTNX
+82.3%
-48.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.3% |
| 7D | +3.2% | -3.1% | +6.4% | +4.2% |
| 30D | +11.6% | +2.0% | +9.6% | +10.9% |
| 3M | -8.4% | +34.0% | -42.4% | -16.5% |
| 6M | -10.4% | +72.4% | -82.8% | -26.2% |
| YTD | -18.7% | +27.5% | -46.3% | -25.8% |
| 1Y | -0.9% | -18.7% | +17.8% | +7.0% |
| 3Y | +33.6% | +80.8% | -47.2% | +0.8% |
| All | +33.6% | +82.3% | -48.7% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling