+108.8%
USB vs NTNX
+146.9%
-38.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | -1.8% | -3.9% | +2.1% | -1.3% |
| 30D | -2.9% | +1.7% | -4.6% | -3.2% |
| 3M | +10.8% | +31.7% | -20.9% | +6.8% |
| 6M | +22.4% | +69.4% | -46.9% | +13.6% |
| YTD | +19.2% | +26.6% | -7.4% | +14.5% |
| 1Y | +31.9% | -15.2% | +47.1% | +33.1% |
| 3Y | +97.5% | +80.9% | +16.6% | +77.1% |
| 5Y | +40.0% | +53.3% | -13.3% | +24.2% |
| All | +108.8% | +146.9% | -38.0% | +63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling