-55.0%
Z vs NTNX
+73.7%
-128.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.7% |
| 7D | -4.9% | +4.0% | -8.9% | -6.1% |
| 30D | +3.0% | -16.5% | +19.4% | +9.1% |
| 3M | -13.4% | -5.8% | -7.6% | -12.0% |
| 6M | -27.3% | +37.1% | -64.4% | -35.1% |
| YTD | -57.8% | +17.8% | -75.5% | -60.8% |
| 1Y | -60.0% | -10.1% | -49.9% | -59.6% |
| 3Y | -21.5% | +56.3% | -77.8% | -40.0% |
| 5Y | -55.0% | +74.8% | -129.7% | -67.1% |
| All | -55.0% | +73.7% | -128.6% | -67.1% |
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