+125.2%
XRT vs NTNX
+148.8%
-23.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | -3.2% | -3.1% | -0.1% | -2.7% |
| 30D | -4.5% | +2.0% | -6.5% | -4.9% |
| 3M | -3.1% | +34.0% | -37.0% | -7.6% |
| 6M | +4.2% | +72.4% | -68.1% | -5.2% |
| YTD | -0.1% | +27.5% | -27.6% | -5.0% |
| 1Y | -3.0% | -18.7% | +15.7% | -1.3% |
| 3Y | +41.8% | +80.8% | -39.0% | +22.6% |
| 5Y | -1.3% | +54.5% | -55.8% | -16.1% |
| All | +125.2% | +148.8% | -23.5% | +63.3% |
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