+398.6%
ZS vs NTNX
+21.9%
+376.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.4% |
| 7D | -3.1% | -3.1% | 0.0% | -1.9% |
| 30D | -7.2% | +2.0% | -9.2% | -7.7% |
| 3M | +30.5% | +34.0% | -3.5% | +17.4% |
| 6M | +7.0% | +72.4% | -65.4% | -11.6% |
| YTD | -26.8% | +27.5% | -54.4% | -32.8% |
| 1Y | -42.6% | -18.7% | -23.9% | -38.6% |
| 3Y | -0.3% | +80.8% | -81.1% | -20.6% |
| 5Y | -39.2% | +54.5% | -93.7% | -51.9% |
| All | +398.6% | +21.9% | +376.7% | +245.8% |
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