+384.1%
EAT vs NTNX
+146.9%
+237.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.3% |
| 7D | -6.2% | -3.9% | -2.3% | -5.2% |
| 30D | -3.0% | +1.7% | -4.7% | -3.7% |
| 3M | +45.6% | +31.7% | +13.9% | +35.2% |
| 6M | +53.5% | +69.4% | -15.8% | +31.4% |
| YTD | +49.6% | +26.6% | +23.0% | +37.5% |
| 1Y | +38.9% | -15.2% | +54.1% | +40.7% |
| 3Y | +589.7% | +80.9% | +508.7% | +437.1% |
| 5Y | +318.7% | +53.3% | +265.3% | +222.0% |
| All | +384.1% | +146.9% | +237.2% | +201.7% |
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