+121.6%
URI vs NTNX
+80.9%
+40.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -3.5% |
| 7D | -0.5% | -3.9% | +3.4% | +0.1% |
| 30D | -13.4% | +1.7% | -15.1% | -13.6% |
| 3M | -6.2% | +31.7% | -37.9% | -10.3% |
| 6M | +28.0% | +69.4% | -41.4% | +15.7% |
| YTD | +23.0% | +26.6% | -3.6% | +17.7% |
| 1Y | +5.5% | -15.2% | +20.7% | +9.7% |
| All | +121.6% | +80.9% | +40.7% | +65.1% |
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