+24.7%
EL vs NTNX
+148.8%
-124.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -6.5% | -3.1% | -3.3% | -6.0% |
| 30D | +11.1% | +2.0% | +9.2% | +10.8% |
| 3M | +10.7% | +34.0% | -23.2% | +6.0% |
| 6M | +6.9% | +72.4% | -65.5% | -2.0% |
| YTD | -6.3% | +27.5% | -33.8% | -10.5% |
| 1Y | +13.5% | -18.7% | +32.2% | +15.4% |
| 3Y | -33.1% | +80.8% | -113.8% | -41.2% |
| 5Y | -68.8% | +54.5% | -123.2% | -73.0% |
| All | +24.7% | +148.8% | -124.1% | -3.8% |
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