+33.6%
XLY vs NTNX
+82.3%
-48.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -1.7% | -3.1% | +1.4% | -1.2% |
| 30D | -4.2% | +2.0% | -6.1% | -4.5% |
| 3M | -2.7% | +34.0% | -36.6% | -7.1% |
| 6M | -0.6% | +72.4% | -73.0% | -9.7% |
| YTD | -5.0% | +27.5% | -32.6% | -9.1% |
| 1Y | -4.1% | -18.7% | +14.6% | -0.2% |
| 3Y | +33.6% | +80.8% | -47.2% | +7.5% |
| All | +33.6% | +82.3% | -48.7% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling