+255.9%
ELF vs NTNX
+152.6%
+103.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -3.9% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | +5.1% | +3.8% | +1.2% | +4.3% |
| 3M | +79.8% | +31.9% | +47.8% | +70.8% |
| 6M | +29.7% | +68.5% | -38.8% | +16.7% |
| YTD | +31.6% | +29.5% | +2.1% | +23.7% |
| 1Y | -27.9% | -11.6% | -16.3% | -27.5% |
| 3Y | -26.4% | +85.1% | -111.6% | -37.1% |
| 5Y | +235.6% | +54.8% | +180.8% | +184.1% |
| All | +255.9% | +152.6% | +103.3% | +165.2% |
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