+312.7%
USFD vs NTNX
+152.6%
+160.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.3% |
| 7D | -7.0% | +0.1% | -7.1% | -7.0% |
| 30D | -10.3% | +3.8% | -14.1% | -11.0% |
| 3M | +9.2% | +31.9% | -22.7% | +3.7% |
| 6M | +7.4% | +68.5% | -61.1% | -3.5% |
| YTD | +29.4% | +29.5% | -0.1% | +21.4% |
| 1Y | +24.8% | -11.6% | +36.5% | +25.3% |
| 3Y | +150.0% | +85.1% | +64.9% | +109.5% |
| 5Y | +195.5% | +54.8% | +140.7% | +144.9% |
| All | +312.7% | +152.6% | +160.1% | +181.4% |
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