+147.5%
XEL vs NTNX
+148.8%
-1.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | +0.1% |
| 7D | -0.3% | -3.1% | +2.9% | -0.2% |
| 30D | -3.9% | +2.0% | -5.9% | -4.0% |
| 3M | -2.8% | +34.0% | -36.8% | -3.7% |
| 6M | -5.4% | +72.4% | -77.8% | -7.1% |
| YTD | +3.8% | +27.5% | -23.8% | +2.8% |
| 1Y | +6.8% | -18.7% | +25.6% | +7.4% |
| 3Y | +45.6% | +80.8% | -35.2% | +40.4% |
| 5Y | +30.7% | +54.5% | -23.8% | +25.4% |
| All | +147.5% | +148.8% | -1.3% | +124.4% |
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