+376.5%
V vs NTNX
+146.9%
+229.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.3% |
| 7D | -3.0% | -3.9% | +0.9% | -2.5% |
| 30D | +1.2% | +1.7% | -0.5% | +0.9% |
| 3M | +13.9% | +31.7% | -17.8% | +9.0% |
| 6M | +17.2% | +69.4% | -52.1% | +7.3% |
| YTD | +5.3% | +26.6% | -21.2% | +0.5% |
| 1Y | +9.5% | -15.2% | +24.7% | +10.6% |
| 3Y | +51.9% | +80.9% | -29.0% | +31.8% |
| 5Y | +69.6% | +53.3% | +16.3% | +45.4% |
| All | +376.5% | +146.9% | +229.6% | +252.7% |
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