+192.9%
XOM vs NTNX
+148.8%
+44.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +4.1% | -3.1% | +7.2% | +4.4% |
| 30D | +4.6% | +2.0% | +2.6% | +4.3% |
| 3M | +14.0% | +34.0% | -20.0% | +10.6% |
| 6M | +11.0% | +72.4% | -61.4% | +4.8% |
| YTD | +40.7% | +27.5% | +13.2% | +36.4% |
| 1Y | +52.3% | -18.7% | +71.0% | +54.1% |
| 3Y | +60.5% | +80.8% | -20.3% | +45.8% |
| 5Y | +266.4% | +54.5% | +211.9% | +231.4% |
| All | +192.9% | +148.8% | +44.2% | +135.9% |
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 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