+33.4%
USFD vs NTNX
+0.3%
+33.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -3.0% | -1.6% | -1.4% | -3.1% |
| 30D | +3.5% | +11.6% | -8.1% | +4.3% |
| 3M | +26.6% | +23.8% | +2.8% | +28.2% |
| 6M | +11.7% | +68.8% | -57.1% | +15.8% |
| YTD | +38.1% | +31.7% | +6.5% | +44.3% |
| 1Y | +33.4% | -0.9% | +34.3% | +41.5% |
| All | +33.4% | +0.3% | +33.1% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling