+85.5%
XLRE vs NTNX
+148.8%
-63.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -1.2% | -3.1% | +2.0% | -0.8% |
| 30D | -2.4% | +2.0% | -4.4% | -2.6% |
| 3M | -2.5% | +34.0% | -36.4% | -5.4% |
| 6M | +4.0% | +72.4% | -68.4% | -2.1% |
| YTD | +9.3% | +27.5% | -18.2% | +5.9% |
| 1Y | +5.6% | -18.7% | +24.3% | +6.8% |
| 3Y | +31.3% | +80.8% | -49.5% | +19.4% |
| 5Y | +9.5% | +54.5% | -44.9% | -1.6% |
| All | +85.5% | +148.8% | -63.3% | +50.9% |
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