+105.0%
USB vs NTNX
+126.9%
-21.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | -0.5% | -5.6% | +5.0% | +0.2% |
| 30D | +5.7% | -18.9% | +24.6% | +8.4% |
| 3M | -4.7% | -6.5% | +1.8% | -4.1% |
| 6M | +13.4% | +33.2% | -19.8% | +8.7% |
| YTD | +17.0% | +16.3% | +0.7% | +13.4% |
| 1Y | +32.4% | -12.3% | +44.6% | +32.8% |
| 3Y | +101.7% | +54.4% | +47.2% | +84.4% |
| 5Y | +24.4% | +72.7% | -48.2% | +8.8% |
| 10Y | +83.6% | +112.7% | -29.1% | +46.0% |
| All | +105.0% | +126.9% | -21.9% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling