-84.8%
EOSE vs NTNX
-9.1%
-75.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.5% | +14.1% | +12.8% |
| 7D | +9.7% | -12.3% | +22.1% | +10.9% |
| 30D | -34.6% | -13.2% | -21.3% | -33.9% |
| 3M | -50.8% | +3.6% | -54.4% | -50.3% |
| 6M | -66.5% | +45.7% | -112.1% | -65.4% |
| YTD | -81.3% | +23.2% | -104.6% | -80.3% |
| 1Y | -84.8% | -9.1% | -75.7% | -82.9% |
| All | -84.8% | -9.1% | -75.7% | -82.9% |
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 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