+20.3%
UL vs NTNX
+82.3%
-62.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.6% |
| 7D | -3.4% | -3.1% | -0.3% | -3.4% |
| 30D | +0.5% | +2.0% | -1.5% | +0.5% |
| 3M | +7.2% | +34.0% | -26.7% | +7.9% |
| 6M | -3.1% | +72.4% | -75.4% | -1.8% |
| YTD | -2.7% | +27.5% | -30.2% | -1.9% |
| 1Y | -10.2% | -18.7% | +8.5% | -10.1% |
| 3Y | +20.3% | +80.8% | -60.5% | +19.5% |
| All | +20.3% | +82.3% | -62.0% | +19.5% |
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