+239.5%
ZETA vs NTNX
+90.8%
+148.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -3.7% | -3.1% | -0.6% | -2.3% |
| 30D | +5.7% | +2.0% | +3.7% | +4.8% |
| 3M | +50.4% | +34.0% | +16.5% | +31.9% |
| 6M | +65.5% | +72.4% | -6.9% | +30.1% |
| YTD | +48.3% | +27.5% | +20.8% | +32.6% |
| 1Y | +45.4% | -18.7% | +64.1% | +55.3% |
| 3Y | +270.8% | +80.8% | +190.0% | +177.6% |
| 5Y | +336.1% | +54.5% | +281.6% | +269.6% |
| All | +239.5% | +90.8% | +148.7% | +152.5% |
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