+257.2%
XOM vs NTNX
+54.0%
+203.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +4.1% | -3.1% | +7.2% | +4.2% |
| 30D | +4.6% | +2.0% | +2.6% | +4.5% |
| 3M | +14.0% | +34.0% | -20.0% | +13.0% |
| 6M | +11.0% | +72.4% | -61.4% | +9.1% |
| YTD | +40.7% | +27.5% | +13.2% | +39.6% |
| 1Y | +52.3% | -18.7% | +71.0% | +53.4% |
| 3Y | +60.5% | +80.8% | -20.3% | +56.7% |
| All | +257.2% | +54.0% | +203.2% | +272.9% |
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