+31.9%
XLP vs NTNX
+49.8%
-17.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | -2.5% | -3.9% | +1.4% | -2.5% |
| 30D | -1.9% | +1.7% | -3.6% | -1.9% |
| 3M | -2.1% | +31.7% | -33.9% | -2.7% |
| 6M | -1.8% | +69.4% | -71.2% | -3.1% |
| YTD | +8.3% | +26.6% | -18.2% | +7.7% |
| 1Y | +6.8% | -15.2% | +22.0% | +7.4% |
| 3Y | +25.7% | +80.9% | -55.2% | +21.5% |
| 5Y | +31.9% | +53.3% | -21.4% | +27.5% |
| All | +31.9% | +49.8% | -17.9% | +27.5% |
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