+44.0%
XLP vs NTNX
+73.4%
-29.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +2.5% | +3.4% | -0.9% | +2.5% |
| 30D | +7.3% | -13.6% | +20.9% | +7.6% |
| 3M | +8.1% | -11.1% | +19.2% | +8.3% |
| 6M | +10.5% | +35.7% | -25.2% | +9.6% |
| YTD | +21.2% | +16.8% | +4.4% | +20.6% |
| 1Y | +22.7% | -9.1% | +31.9% | +23.0% |
| 3Y | +44.8% | +55.8% | -11.0% | +40.6% |
| All | +44.0% | +73.4% | -29.4% | +36.3% |
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