+138.9%
XBI vs NTNX
+148.8%
-9.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -4.6% | -3.1% | -1.5% | -4.0% |
| 30D | -2.0% | +2.0% | -4.0% | -2.5% |
| 3M | +17.8% | +34.0% | -16.2% | +10.7% |
| 6M | +23.7% | +72.4% | -48.7% | +9.4% |
| YTD | +28.2% | +27.5% | +0.7% | +20.0% |
| 1Y | +64.0% | -18.7% | +82.7% | +67.4% |
| 3Y | +99.4% | +80.8% | +18.6% | +63.5% |
| 5Y | +19.3% | +54.5% | -35.1% | -3.9% |
| All | +138.9% | +148.8% | -9.8% | +61.4% |
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