+105.3%
XLP vs NTNX
+154.7%
-49.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | -1.4% | +1.2% | -2.6% | -1.5% |
| 30D | -1.3% | +7.7% | -9.0% | -1.7% |
| 3M | +1.8% | +30.2% | -28.3% | +0.4% |
| 6M | -0.8% | +69.4% | -70.3% | -3.8% |
| YTD | +9.5% | +30.6% | -21.0% | +7.6% |
| 1Y | +7.2% | -10.0% | +17.2% | +7.3% |
| 3Y | +27.1% | +86.6% | -59.5% | +20.1% |
| 5Y | +32.0% | +57.1% | -25.1% | +24.1% |
| All | +105.3% | +154.7% | -49.4% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling