+403.3%
ZBRA vs NTNX
+148.8%
+254.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.7% |
| 7D | -3.4% | -3.1% | -0.3% | -2.7% |
| 30D | -7.4% | +2.0% | -9.4% | -7.9% |
| 3M | +57.5% | +34.0% | +23.6% | +47.1% |
| 6M | +64.0% | +72.4% | -8.4% | +43.1% |
| YTD | +44.3% | +27.5% | +16.8% | +34.7% |
| 1Y | +10.9% | -18.7% | +29.6% | +14.2% |
| 3Y | +37.5% | +80.8% | -43.2% | +14.6% |
| 5Y | -39.7% | +54.5% | -94.1% | -50.5% |
| All | +403.3% | +148.8% | +254.6% | +242.5% |
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