+103.7%
XLP vs NTNX
+148.8%
-45.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.3% |
| 7D | -1.4% | -3.1% | +1.7% | -1.3% |
| 30D | -2.0% | +2.0% | -4.0% | -2.1% |
| 3M | -1.5% | +34.0% | -35.5% | -3.1% |
| 6M | -0.2% | +72.4% | -72.6% | -3.2% |
| YTD | +8.7% | +27.5% | -18.8% | +6.9% |
| 1Y | +6.3% | -18.7% | +25.1% | +7.1% |
| 3Y | +25.1% | +80.8% | -55.7% | +18.4% |
| 5Y | +32.4% | +54.5% | -22.1% | +24.5% |
| All | +103.7% | +148.8% | -45.1% | +78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling