-18.0%
ELF vs NTNX
+0.3%
-18.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | -1.6% | +6.9% | +5.4% |
| 30D | +27.0% | +11.6% | +15.3% | +26.4% |
| 3M | +113.2% | +23.8% | +89.4% | +110.7% |
| 6M | +36.6% | +68.8% | -32.2% | +34.1% |
| YTD | +44.2% | +31.7% | +12.6% | +45.8% |
| 1Y | -18.0% | -0.9% | -17.1% | -11.3% |
| All | -18.0% | +0.3% | -18.3% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling