+53.0%
USAR vs NTNX
+82.3%
-29.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.0% |
| 7D | -11.6% | -3.1% | -8.5% | -11.5% |
| 30D | -15.5% | +2.0% | -17.4% | -15.5% |
| 3M | -31.0% | +34.0% | -65.0% | -31.8% |
| 6M | -26.2% | +72.4% | -98.6% | -27.8% |
| YTD | +30.8% | +27.5% | +3.2% | +28.6% |
| 1Y | +7.1% | -18.7% | +25.8% | +6.8% |
| 3Y | +53.0% | +80.8% | -27.8% | +52.0% |
| All | +53.0% | +82.3% | -29.3% | +52.0% |
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 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