+1,261.1%
EME vs NTNX
+148.8%
+1,112.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 6M | +8.5% | +72.4% | -63.9% | -0.7% |
| YTD | +27.8% | +27.5% | +0.3% | +21.8% |
| 1Y | +22.2% | -18.7% | +41.0% | +24.3% |
| 3Y | +253.5% | +80.8% | +172.7% | +216.0% |
| 5Y | +578.6% | +54.5% | +524.1% | +499.8% |
| All | +1,261.1% | +148.8% | +1,112.3% | +947.9% |
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