+146.4%
USFD vs NTNX
+80.9%
+65.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.2% |
| 7D | -8.0% | -3.9% | -4.1% | -7.7% |
| 30D | -13.1% | +1.7% | -14.8% | -13.2% |
| 3M | +6.5% | +31.7% | -25.2% | +4.1% |
| 6M | +5.7% | +69.4% | -63.6% | +0.3% |
| YTD | +27.5% | +26.6% | +1.0% | +25.3% |
| 1Y | +23.4% | -15.2% | +38.6% | +28.3% |
| All | +146.4% | +80.9% | +65.5% | +132.1% |
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