+77.8%
ES vs NTNX
+148.8%
-71.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.7% |
| 7D | -3.6% | -3.1% | -0.4% | -3.5% |
| 30D | -4.2% | +2.0% | -6.2% | -4.3% |
| 3M | +0.1% | +34.0% | -33.8% | -0.9% |
| 6M | -6.2% | +72.4% | -78.6% | -8.1% |
| YTD | +4.1% | +27.5% | -23.5% | +3.0% |
| 1Y | +10.2% | -18.7% | +28.9% | +10.8% |
| 3Y | +26.1% | +80.8% | -54.7% | +21.7% |
| 5Y | -5.3% | +54.5% | -59.8% | -9.1% |
| All | +77.8% | +148.8% | -71.0% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling