+283.5%
ELV vs NTNX
+148.8%
+134.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.5% |
| 7D | +3.2% | -3.1% | +6.3% | +3.5% |
| 30D | +5.4% | +2.0% | +3.4% | +5.1% |
| 3M | +5.4% | +34.0% | -28.6% | +2.8% |
| 6M | +45.7% | +72.4% | -26.7% | +39.0% |
| YTD | +21.2% | +27.5% | -6.3% | +18.2% |
| 1Y | +35.6% | -18.7% | +54.4% | +36.7% |
| 3Y | -2.0% | +80.8% | -82.8% | -10.2% |
| 5Y | +26.0% | +54.5% | -28.5% | +14.7% |
| All | +283.5% | +148.8% | +134.7% | +209.4% |
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