+383.7%
XME vs NTNX
+148.8%
+235.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -4.2% | -3.1% | -1.1% | -3.7% |
| 30D | -2.7% | +2.0% | -4.7% | -3.1% |
| 3M | -3.9% | +34.0% | -37.9% | -8.6% |
| 6M | -1.0% | +72.4% | -73.4% | -10.2% |
| YTD | +9.8% | +27.5% | -17.7% | +4.2% |
| 1Y | +32.5% | -18.7% | +51.3% | +35.1% |
| 3Y | +124.3% | +80.8% | +43.6% | +94.4% |
| 5Y | +165.8% | +54.5% | +111.3% | +127.7% |
| All | +383.7% | +148.8% | +235.0% | +250.2% |
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