-6.2%
Z vs NTNX
+148.8%
-155.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | -6.0% | -3.1% | -2.9% | -5.1% |
| 30D | -2.3% | +2.0% | -4.2% | -2.8% |
| 3M | -0.6% | +34.0% | -34.6% | -9.0% |
| 6M | -27.6% | +72.4% | -100.0% | -39.4% |
| YTD | -52.4% | +27.5% | -79.9% | -56.4% |
| 1Y | -63.6% | -18.7% | -44.9% | -62.1% |
| 3Y | -36.4% | +80.8% | -117.1% | -51.0% |
| 5Y | -64.6% | +54.5% | -119.1% | -73.2% |
| All | -6.2% | +148.8% | -155.0% | -43.6% |
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