+79.8%
USB vs NTNX
+110.6%
-30.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +1.2% | +4.0% | -2.8% | +0.7% |
| 30D | +6.3% | -16.5% | +22.8% | +8.7% |
| 3M | -6.1% | -5.8% | -0.3% | -5.6% |
| 6M | +13.0% | +37.1% | -24.1% | +7.7% |
| YTD | +16.6% | +17.8% | -1.2% | +12.6% |
| 1Y | +31.1% | -10.1% | +41.2% | +31.1% |
| 3Y | +100.9% | +56.3% | +44.6% | +82.3% |
| 5Y | +24.5% | +74.8% | -50.2% | +7.8% |
| All | +79.8% | +110.6% | -30.8% | +39.4% |
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