-14.0%
Z vs NTNX
+127.8%
-141.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +0.8% | +3.4% | -2.6% | -0.2% |
| 30D | +5.2% | -13.6% | +18.7% | +9.8% |
| 3M | -17.0% | -11.1% | -5.9% | -14.3% |
| 6M | -22.7% | +35.7% | -58.3% | -30.1% |
| YTD | -56.3% | +16.8% | -73.1% | -59.1% |
| 1Y | -57.7% | -9.1% | -48.5% | -57.5% |
| 3Y | -16.5% | +55.8% | -72.3% | -32.7% |
| 5Y | -53.4% | +73.4% | -126.8% | -65.7% |
| 10Y | -15.9% | +113.6% | -129.5% | -48.2% |
| All | -14.0% | +127.8% | -141.8% | -47.0% |
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