+24.6%
XLP vs NTNX
+80.9%
-56.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | -2.5% | -3.9% | +1.4% | -2.6% |
| 30D | -1.9% | +1.7% | -3.6% | -1.9% |
| 3M | -2.1% | +31.7% | -33.9% | -2.0% |
| 6M | -1.8% | +69.4% | -71.2% | -1.5% |
| YTD | +8.3% | +26.6% | -18.2% | +8.6% |
| 1Y | +6.8% | -15.2% | +22.0% | +7.4% |
| All | +24.6% | +80.9% | -56.3% | +22.8% |
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