+8.9%
XLRE vs NTNX
+54.0%
-45.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -1.2% | -3.1% | +2.0% | -0.9% |
| 30D | -2.4% | +2.0% | -4.4% | -2.6% |
| 3M | -2.5% | +34.0% | -36.4% | -5.3% |
| 6M | +4.0% | +72.4% | -68.4% | -2.0% |
| YTD | +9.3% | +27.5% | -18.2% | +6.0% |
| 1Y | +5.6% | -18.7% | +24.3% | +7.3% |
| 3Y | +31.3% | +80.8% | -49.5% | +17.6% |
| All | +8.9% | +54.0% | -45.1% | -2.2% |
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