-35.6%
ELAN vs NTNX
+40.1%
-75.7%
-78.0%
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% | +1.2% |
| 7D | -5.4% | -3.1% | -2.3% | -4.9% |
| 30D | +4.7% | +2.0% | +2.7% | +4.2% |
| 3M | -3.7% | +34.0% | -37.6% | -8.5% |
| 6M | -1.2% | +72.4% | -73.6% | -10.7% |
| YTD | +2.4% | +27.5% | -25.1% | -3.0% |
| 1Y | +23.4% | -18.7% | +42.1% | +25.6% |
| 3Y | +96.7% | +80.8% | +15.9% | +70.1% |
| 5Y | -30.6% | +54.5% | -85.1% | -41.1% |
| All | -35.6% | +40.1% | -75.7% | -53.0% |
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