+159.2%
XLB vs NTNX
+148.8%
+10.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -2.8% | -3.1% | +0.3% | -2.5% |
| 30D | -3.1% | +2.0% | -5.1% | -3.4% |
| 3M | -0.2% | +34.0% | -34.1% | -3.7% |
| 6M | +3.1% | +72.4% | -69.3% | -4.0% |
| YTD | +13.3% | +27.5% | -14.3% | +9.1% |
| 1Y | +12.0% | -18.7% | +30.8% | +13.6% |
| 3Y | +31.4% | +80.8% | -49.3% | +17.7% |
| 5Y | +33.9% | +54.5% | -20.6% | +18.7% |
| All | +159.2% | +148.8% | +10.5% | +102.2% |
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