+148.7%
XLK vs NTNX
+54.0%
+94.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.1% |
| 7D | +0.2% | -3.1% | +3.4% | +0.9% |
| 30D | -0.6% | +2.0% | -2.6% | -1.1% |
| 3M | +2.6% | +34.0% | -31.4% | -4.5% |
| 6M | +34.0% | +72.4% | -38.4% | +16.6% |
| YTD | +30.7% | +27.5% | +3.1% | +21.7% |
| 1Y | +39.2% | -18.7% | +57.9% | +44.0% |
| 3Y | +120.4% | +80.8% | +39.7% | +81.5% |
| All | +148.7% | +54.0% | +94.7% | +118.4% |
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