+33.1%
ZM vs NTNX
+82.3%
-49.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.1% |
| 7D | -5.7% | -3.1% | -2.5% | -4.8% |
| 30D | -9.1% | +2.0% | -11.1% | -9.5% |
| 3M | +3.5% | +34.0% | -30.4% | -4.4% |
| 6M | +25.7% | +72.4% | -46.7% | +8.9% |
| YTD | +10.8% | +27.5% | -16.8% | +2.2% |
| 1Y | +12.8% | -18.7% | +31.5% | +14.2% |
| 3Y | +33.1% | +80.8% | -47.6% | +8.3% |
| All | +33.1% | +82.3% | -49.2% | +8.3% |
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