+170.1%
XLV vs NTNX
+148.8%
+21.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.2% |
| 7D | -3.6% | -3.1% | -0.4% | -3.3% |
| 30D | -1.8% | +2.0% | -3.8% | -2.0% |
| 3M | +7.8% | +34.0% | -26.2% | +4.9% |
| 6M | +9.1% | +72.4% | -63.3% | +3.5% |
| YTD | +7.7% | +27.5% | -19.8% | +4.8% |
| 1Y | +20.4% | -18.7% | +39.2% | +21.6% |
| 3Y | +30.8% | +80.8% | -50.0% | +20.2% |
| 5Y | +34.6% | +54.5% | -19.9% | +22.4% |
| All | +170.1% | +148.8% | +21.3% | +123.2% |
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 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