+581.0%
XYZ vs NTNX
+152.6%
+428.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +0.5% | +3.8% | -3.3% | -0.8% |
| 3M | +16.3% | +31.9% | -15.7% | +4.7% |
| 6M | +21.1% | +68.5% | -47.3% | -1.7% |
| YTD | +22.0% | +29.5% | -7.5% | +8.6% |
| 1Y | +5.2% | -11.6% | +16.8% | +6.5% |
| 3Y | +49.6% | +85.1% | -35.5% | +9.1% |
| 5Y | -68.4% | +54.8% | -123.2% | -76.7% |
| All | +581.0% | +152.6% | +428.4% | +308.0% |
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