+64.3%
XLF vs NTNX
+54.0%
+10.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.5% | -3.1% | +1.7% | -1.1% |
| 30D | -1.2% | +2.0% | -3.1% | -1.5% |
| 3M | +9.2% | +34.0% | -24.8% | +5.0% |
| 6M | +16.3% | +72.4% | -56.1% | +7.7% |
| YTD | +5.4% | +27.5% | -22.1% | +1.3% |
| 1Y | +7.6% | -18.7% | +26.3% | +9.4% |
| 3Y | +74.2% | +80.8% | -6.5% | +55.4% |
| All | +64.3% | +54.0% | +10.2% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling