+35.4%
UPS vs NTNX
+148.8%
-113.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.0% | -3.1% | +1.2% | -1.7% |
| 30D | -2.0% | +2.0% | -3.9% | -2.2% |
| 3M | -6.2% | +34.0% | -40.2% | -9.1% |
| 6M | +2.8% | +72.4% | -69.6% | -3.3% |
| YTD | +5.9% | +27.5% | -21.6% | +2.6% |
| 1Y | +26.2% | -18.7% | +45.0% | +27.7% |
| 3Y | -26.0% | +80.8% | -106.8% | -33.1% |
| 5Y | -34.3% | +54.5% | -88.8% | -41.3% |
| All | +35.4% | +148.8% | -113.4% | +8.9% |
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 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