+253.5%
EME vs NTNX
+82.3%
+171.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.6% | +4.2% |
| 7D | +3.5% | -3.1% | +6.7% | +4.0% |
| 30D | -6.3% | +2.0% | -8.3% | -6.7% |
| 3M | -3.8% | +34.0% | -37.7% | -8.7% |
| 6M | +8.5% | +72.4% | -63.9% | -3.1% |
| YTD | +27.8% | +27.5% | +0.3% | +21.9% |
| 1Y | +22.2% | -18.7% | +41.0% | +31.2% |
| 3Y | +253.5% | +80.8% | +172.7% | +205.1% |
| All | +253.5% | +82.3% | +171.2% | +205.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling