+37.5%
ZBRA vs NTNX
+82.3%
-44.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.7% |
| 7D | -3.4% | -3.1% | -0.3% | -2.6% |
| 30D | -7.4% | +2.0% | -9.4% | -7.9% |
| 3M | +57.5% | +34.0% | +23.6% | +46.2% |
| 6M | +64.0% | +72.4% | -8.4% | +41.3% |
| YTD | +44.3% | +27.5% | +16.8% | +34.1% |
| 1Y | +10.9% | -18.7% | +29.6% | +15.7% |
| 3Y | +37.5% | +80.8% | -43.2% | +18.1% |
| All | +37.5% | +82.3% | -44.8% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling