-49.8%
USAR vs NTNX
-9.1%
-40.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.3% | -5.6% |
| 7D | -21.8% | -12.3% | -9.4% | -20.2% |
| 30D | -39.9% | -13.2% | -26.7% | -38.7% |
| 3M | -52.5% | +3.6% | -56.1% | -52.3% |
| 6M | -67.9% | +45.7% | -113.6% | -68.4% |
| YTD | -31.1% | +23.2% | -54.3% | -33.7% |
| 1Y | -49.8% | -9.1% | -40.7% | -50.0% |
| All | -49.8% | -9.1% | -40.7% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling