-35.7%
U vs NTNX
+193.0%
-228.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +4.1% |
| 7D | +5.5% | -3.1% | +8.7% | +7.4% |
| 30D | -1.3% | +2.0% | -3.2% | -2.7% |
| 3M | +64.6% | +34.0% | +30.6% | +39.3% |
| 6M | +119.4% | +72.4% | +47.0% | +59.1% |
| YTD | -0.5% | +27.5% | -28.0% | -14.6% |
| 1Y | +1.3% | -18.7% | +20.0% | +10.0% |
| 3Y | +15.6% | +80.8% | -65.1% | -29.5% |
| 5Y | -67.5% | +54.5% | -121.9% | -79.4% |
| All | -35.7% | +193.0% | -228.7% | -75.3% |
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