-12.5%
EFX vs NTNX
+82.3%
-94.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -4.5% | -3.1% | -1.4% | -3.8% |
| 30D | -6.1% | +2.0% | -8.0% | -6.6% |
| 3M | +6.2% | +34.0% | -27.7% | -0.8% |
| 6M | -11.2% | +72.4% | -83.6% | -22.0% |
| YTD | -21.4% | +27.5% | -48.9% | -27.0% |
| 1Y | -34.3% | -18.7% | -15.6% | -33.8% |
| 3Y | -12.5% | +80.8% | -93.3% | -31.1% |
| All | -12.5% | +82.3% | -94.8% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling