+70.3%
XLI vs NTNX
+82.3%
-12.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -1.7% | -3.1% | +1.5% | -1.4% |
| 30D | -7.3% | +2.0% | -9.2% | -7.5% |
| 3M | -1.3% | +34.0% | -35.3% | -4.1% |
| 6M | +2.2% | +72.4% | -70.1% | -3.9% |
| YTD | +11.7% | +27.5% | -15.8% | +8.9% |
| 1Y | +14.3% | -18.7% | +33.0% | +18.4% |
| 3Y | +70.3% | +80.8% | -10.4% | +45.6% |
| All | +70.3% | +82.3% | -12.0% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling