+166.3%
XME vs NTNX
+54.0%
+112.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -4.2% | -3.1% | -1.1% | -3.8% |
| 30D | -2.7% | +2.0% | -4.7% | -3.0% |
| 3M | -3.9% | +34.0% | -37.9% | -8.0% |
| 6M | -1.0% | +72.4% | -73.4% | -9.2% |
| YTD | +9.8% | +27.5% | -17.7% | +5.1% |
| 1Y | +32.5% | -18.7% | +51.3% | +36.0% |
| 3Y | +124.3% | +80.8% | +43.6% | +97.6% |
| All | +166.3% | +54.0% | +112.3% | +139.9% |
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 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