+130.3%
UAL vs NTNX
+82.3%
+48.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.4% | +3.0% |
| 7D | -1.4% | -3.1% | +1.7% | -0.7% |
| 30D | -12.2% | +2.0% | -14.2% | -12.7% |
| 3M | -2.5% | +34.0% | -36.4% | -8.9% |
| 6M | +21.1% | +72.4% | -51.3% | +4.8% |
| YTD | -1.8% | +27.5% | -29.3% | -8.3% |
| 1Y | +0.4% | -18.7% | +19.2% | +6.0% |
| 3Y | +130.3% | +80.8% | +49.5% | +82.9% |
| All | +130.3% | +82.3% | +48.0% | +82.9% |
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 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