+29.8%
ECL vs NTNX
+54.0%
-24.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -1.1% | -3.1% | +2.0% | -0.8% |
| 30D | -0.8% | +2.0% | -2.8% | -1.1% |
| 3M | +5.0% | +34.0% | -28.9% | +1.9% |
| 6M | +0.2% | +72.4% | -72.1% | -5.9% |
| YTD | +5.8% | +27.5% | -21.8% | +2.6% |
| 1Y | +1.5% | -18.7% | +20.3% | +3.7% |
| 3Y | +55.0% | +80.8% | -25.8% | +37.7% |
| All | +29.8% | +54.0% | -24.2% | +21.7% |
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 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