+44.8%
XLP vs NTNX
+55.6%
-10.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +2.5% | +3.4% | -0.9% | +2.6% |
| 30D | +7.3% | -13.6% | +20.9% | +7.1% |
| 3M | +8.1% | -11.1% | +19.2% | +7.9% |
| 6M | +10.5% | +35.7% | -25.2% | +10.6% |
| YTD | +21.2% | +16.8% | +4.4% | +21.4% |
| 1Y | +22.7% | -9.1% | +31.9% | +23.1% |
| 3Y | +44.8% | +55.8% | -11.0% | +39.4% |
| All | +44.8% | +55.6% | -10.8% | +39.4% |
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 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