+319.9%
EAT vs NTNX
+54.0%
+265.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -7.7% | -3.1% | -4.6% | -7.1% |
| 30D | -13.6% | +2.0% | -15.5% | -14.1% |
| 3M | +33.9% | +34.0% | -0.1% | +25.3% |
| 6M | +47.2% | +72.4% | -25.2% | +28.3% |
| YTD | +48.1% | +27.5% | +20.5% | +38.1% |
| 1Y | +33.7% | -18.7% | +52.4% | +38.7% |
| 3Y | +595.8% | +80.8% | +515.0% | +444.8% |
| All | +319.9% | +54.0% | +265.8% | +250.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling