+40.4%
USB vs NTNX
+54.1%
-13.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +2.1% | +1.2% | +0.9% | +1.9% |
| 30D | -2.3% | +7.7% | -10.0% | -3.3% |
| 3M | +13.9% | +30.2% | -16.3% | +9.6% |
| 6M | +21.6% | +69.4% | -47.9% | +12.2% |
| YTD | +19.3% | +30.6% | -11.2% | +14.0% |
| 1Y | +33.6% | -10.0% | +43.6% | +34.3% |
| 3Y | +97.7% | +86.6% | +11.1% | +74.5% |
| 5Y | +40.4% | +57.1% | -16.7% | +27.0% |
| All | +40.4% | +54.1% | -13.6% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling