+17.7%
EIX vs NTNX
+148.8%
-131.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -1.4% | -3.1% | +1.8% | -1.2% |
| 30D | -19.3% | +2.0% | -21.3% | -19.4% |
| 3M | -21.7% | +34.0% | -55.6% | -23.2% |
| 6M | -19.8% | +72.4% | -92.2% | -22.8% |
| YTD | -3.0% | +27.5% | -30.6% | -4.9% |
| 1Y | +5.1% | -18.7% | +23.8% | +6.0% |
| 3Y | -7.0% | +80.8% | -87.7% | -12.5% |
| 5Y | +22.0% | +54.5% | -32.5% | +14.1% |
| All | +17.7% | +148.8% | -131.1% | +0.9% |
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