-0.2%
Z vs NTNX
+156.8%
-157.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.0% | -1.6% | -1.4% | -2.5% |
| 30D | -4.2% | +11.6% | -15.8% | -7.4% |
| 3M | -3.7% | +23.8% | -27.5% | -9.8% |
| 6M | -24.5% | +68.8% | -93.3% | -36.4% |
| YTD | -49.3% | +31.7% | -81.0% | -54.1% |
| 1Y | -58.7% | -0.9% | -57.8% | -59.6% |
| 3Y | -34.1% | +95.0% | -129.2% | -50.5% |
| 5Y | -64.5% | +57.4% | -121.9% | -73.3% |
| All | -0.2% | +156.8% | -157.0% | -40.5% |
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