+33.6%
ECHO vs NTNX
+0.3%
+33.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | -1.6% | +5.0% | +3.6% |
| 30D | +2.4% | +11.6% | -9.3% | +0.6% |
| 3M | -28.0% | +23.8% | -51.8% | -30.3% |
| 6M | -21.2% | +68.8% | -90.0% | -28.2% |
| YTD | -17.4% | +31.7% | -49.1% | -17.8% |
| 1Y | +33.6% | -0.9% | +34.5% | +50.7% |
| All | +33.6% | +0.3% | +33.3% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling