+162.2%
ECHO vs NTNX
+148.8%
+13.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +3.7% | -3.1% | +6.9% | +4.2% |
| 30D | +0.7% | +2.0% | -1.3% | +0.3% |
| 3M | -27.3% | +34.0% | -61.3% | -30.5% |
| 6M | -17.0% | +72.4% | -89.4% | -24.0% |
| YTD | -14.3% | +27.5% | -41.8% | -18.1% |
| 1Y | +20.9% | -18.7% | +39.6% | +23.0% |
| 3Y | +423.0% | +80.8% | +342.2% | +371.2% |
| 5Y | +265.7% | +54.5% | +211.2% | +226.1% |
| All | +162.2% | +148.8% | +13.5% | +102.9% |
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