+33.2%
W vs NTNX
+82.3%
-49.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.9% |
| 7D | -0.9% | -3.1% | +2.3% | +0.1% |
| 30D | -4.2% | +2.0% | -6.2% | -5.0% |
| 3M | +26.9% | +34.0% | -7.1% | +15.5% |
| 6M | +31.2% | +72.4% | -41.2% | +8.7% |
| YTD | -1.8% | +27.5% | -29.4% | -10.4% |
| 1Y | +9.3% | -18.7% | +28.1% | +17.4% |
| 3Y | +33.2% | +80.8% | -47.5% | -23.7% |
| All | +33.2% | +82.3% | -49.1% | -23.7% |
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 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