+135.5%
XLU vs NTNX
+148.8%
-13.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -1.6% | -3.1% | +1.5% | -1.4% |
| 30D | -3.3% | +2.0% | -5.3% | -3.4% |
| 3M | -3.2% | +34.0% | -37.1% | -4.6% |
| 6M | -7.0% | +72.4% | -79.3% | -9.8% |
| YTD | +0.6% | +27.5% | -26.9% | -1.0% |
| 1Y | +2.4% | -18.7% | +21.2% | +3.2% |
| 3Y | +46.3% | +80.8% | -34.5% | +38.9% |
| 5Y | +44.0% | +54.5% | -10.5% | +35.8% |
| All | +135.5% | +148.8% | -13.3% | +107.1% |
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