+174.4%
XLE vs NTNX
+146.9%
+27.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | +0.5% | -3.9% | +4.4% | +1.0% |
| 30D | +6.6% | +1.7% | +4.9% | +6.2% |
| 3M | +12.3% | +31.7% | -19.5% | +8.2% |
| 6M | +18.4% | +69.4% | -51.0% | +9.9% |
| YTD | +47.2% | +26.6% | +20.7% | +41.4% |
| 1Y | +50.3% | -15.2% | +65.5% | +51.6% |
| 3Y | +55.3% | +80.9% | -25.6% | +37.9% |
| 5Y | +226.0% | +53.3% | +172.6% | +187.8% |
| All | +174.4% | +146.9% | +27.5% | +108.9% |
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