+379.1%
EAT vs NTNX
+148.8%
+230.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -7.7% | -3.1% | -4.6% | -7.0% |
| 30D | -13.6% | +2.0% | -15.5% | -14.2% |
| 3M | +33.9% | +34.0% | -0.1% | +23.7% |
| 6M | +47.2% | +72.4% | -25.2% | +25.4% |
| YTD | +48.1% | +27.5% | +20.5% | +35.8% |
| 1Y | +33.7% | -18.7% | +52.4% | +37.0% |
| 3Y | +595.8% | +80.8% | +515.0% | +442.2% |
| 5Y | +314.4% | +54.5% | +259.9% | +218.1% |
| All | +379.1% | +148.8% | +230.3% | +198.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling