+579.3%
XYZ vs NTNX
+148.8%
+430.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -4.3% | -3.1% | -1.1% | -3.1% |
| 30D | +1.2% | +2.0% | -0.8% | +0.5% |
| 3M | +14.6% | +34.0% | -19.3% | +2.7% |
| 6M | +22.6% | +72.4% | -49.8% | -1.4% |
| YTD | +21.7% | +27.5% | -5.8% | +9.0% |
| 1Y | +6.7% | -18.7% | +25.4% | +11.7% |
| 3Y | +46.8% | +80.8% | -33.9% | +8.1% |
| 5Y | -68.0% | +54.5% | -122.5% | -76.4% |
| All | +579.3% | +148.8% | +430.6% | +309.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling