+141.2%
UPRO vs NTNX
+54.0%
+87.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.7% | +2.1% |
| 7D | -2.5% | -3.1% | +0.6% | -1.1% |
| 30D | -4.2% | +2.0% | -6.2% | -5.2% |
| 3M | +8.1% | +34.0% | -25.9% | -5.7% |
| 6M | +35.2% | +72.4% | -37.1% | +3.0% |
| YTD | +28.4% | +27.5% | +0.9% | +11.7% |
| 1Y | +39.3% | -18.7% | +58.0% | +48.4% |
| 3Y | +219.9% | +80.8% | +139.1% | +119.7% |
| All | +141.2% | +54.0% | +87.2% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling