-65.5%
Z vs NTNX
+55.9%
-121.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -7.1% | +0.1% | -7.2% | -7.1% |
| 30D | -4.8% | +3.8% | -8.6% | -5.9% |
| 3M | -9.3% | +31.9% | -41.3% | -17.0% |
| 6M | -29.0% | +68.5% | -97.5% | -40.6% |
| YTD | -52.9% | +29.5% | -82.4% | -57.3% |
| 1Y | -63.1% | -11.6% | -51.5% | -62.5% |
| 3Y | -36.9% | +85.1% | -122.0% | -53.8% |
| 5Y | -65.5% | +54.8% | -120.3% | -77.7% |
| All | -65.5% | +55.9% | -121.4% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling