+769.1%
XLK vs NTNX
+148.8%
+620.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.2% |
| 7D | +0.2% | -3.1% | +3.4% | +0.8% |
| 30D | -0.6% | +2.0% | -2.6% | -1.1% |
| 3M | +2.6% | +34.0% | -31.4% | -3.6% |
| 6M | +34.0% | +72.4% | -38.4% | +18.9% |
| YTD | +30.7% | +27.5% | +3.1% | +22.7% |
| 1Y | +39.2% | -18.7% | +57.9% | +42.4% |
| 3Y | +120.4% | +80.8% | +39.7% | +87.6% |
| 5Y | +148.8% | +54.5% | +94.3% | +108.9% |
| All | +769.1% | +148.8% | +620.3% | +526.2% |
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