+380.7%
V vs NTNX
+148.8%
+231.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -1.2% | -3.1% | +1.9% | -0.7% |
| 30D | +3.1% | +2.0% | +1.1% | +2.7% |
| 3M | +16.3% | +34.0% | -17.6% | +11.0% |
| 6M | +20.4% | +72.4% | -52.0% | +9.8% |
| YTD | +6.3% | +27.5% | -21.3% | +1.3% |
| 1Y | +8.7% | -18.7% | +27.4% | +10.5% |
| 3Y | +53.3% | +80.8% | -27.4% | +33.1% |
| 5Y | +71.1% | +54.5% | +16.6% | +46.5% |
| All | +380.7% | +148.8% | +231.9% | +255.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling