-60.8%
EOSE vs NTNX
+167.4%
-228.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +1.8% | -3.1% | +4.9% | +3.1% |
| 30D | -6.8% | +2.0% | -8.8% | -7.6% |
| 3M | -36.3% | +34.0% | -70.2% | -43.7% |
| 6M | -38.8% | +72.4% | -111.1% | -51.9% |
| YTD | -65.5% | +27.5% | -93.1% | -69.8% |
| 1Y | -45.3% | -18.7% | -26.6% | -42.2% |
| 3Y | +44.2% | +80.8% | -36.6% | +2.7% |
| 5Y | -69.5% | +54.5% | -124.0% | -77.5% |
| All | -60.8% | +167.4% | -228.2% | -75.3% |
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