+130.6%
XYL vs NTNX
+148.8%
-18.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +1.2% | -3.1% | +4.3% | +1.6% |
| 30D | -11.9% | +2.0% | -13.9% | -12.2% |
| 3M | -1.5% | +34.0% | -35.5% | -5.4% |
| 6M | -11.9% | +72.4% | -84.3% | -18.7% |
| YTD | -20.6% | +27.5% | -48.1% | -23.9% |
| 1Y | -23.5% | -18.7% | -4.8% | -22.3% |
| 3Y | +14.9% | +80.8% | -65.9% | +2.0% |
| 5Y | -15.3% | +54.5% | -69.8% | -25.9% |
| All | +130.6% | +148.8% | -18.1% | +76.4% |
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