+158.3%
XLB vs NTNX
+146.9%
+11.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -1.0% |
| 7D | -3.5% | -3.9% | +0.4% | -3.1% |
| 30D | -4.7% | +1.7% | -6.4% | -4.9% |
| 3M | +2.7% | +31.7% | -29.0% | -0.7% |
| 6M | +2.6% | +69.4% | -66.8% | -4.3% |
| YTD | +12.8% | +26.6% | -13.7% | +8.8% |
| 1Y | +14.0% | -15.2% | +29.2% | +14.9% |
| 3Y | +31.5% | +80.9% | -49.4% | +17.8% |
| 5Y | +33.4% | +53.3% | -19.9% | +18.4% |
| All | +158.3% | +146.9% | +11.4% | +101.6% |
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