+1,261.5%
URI vs NTNX
+152.6%
+1,108.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.5% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | -9.4% | +3.8% | -13.3% | -10.2% |
| 3M | -5.8% | +31.9% | -37.7% | -11.5% |
| 6M | +25.8% | +68.5% | -42.7% | +10.8% |
| YTD | +27.9% | +29.5% | -1.6% | +18.8% |
| 1Y | +9.7% | -11.6% | +21.3% | +10.1% |
| 3Y | +128.0% | +85.1% | +42.9% | +87.7% |
| 5Y | +212.4% | +54.8% | +157.6% | +155.3% |
| All | +1,261.5% | +152.6% | +1,108.9% | +811.0% |
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