+101.8%
USB vs NTNX
+57.9%
+43.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +1.4% | -8.3% | +9.8% | +2.5% |
| 30D | +6.4% | -20.6% | +27.0% | +9.3% |
| 3M | -4.5% | -8.0% | +3.5% | -3.8% |
| 6M | +11.4% | +28.9% | -17.5% | +7.2% |
| YTD | +17.1% | +14.7% | +2.4% | +14.0% |
| 1Y | +32.6% | -18.1% | +50.7% | +35.8% |
| 3Y | +101.8% | +52.3% | +49.6% | +62.8% |
| All | +101.8% | +57.9% | +43.9% | +62.8% |
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