+358.1%
ESI vs NTNX
+148.8%
+209.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -4.6% | -3.1% | -1.5% | -4.1% |
| 30D | -10.5% | +2.0% | -12.5% | -10.9% |
| 3M | -19.8% | +34.0% | -53.8% | -24.2% |
| 6M | +5.8% | +72.4% | -66.6% | -5.5% |
| YTD | +38.3% | +27.5% | +10.8% | +30.2% |
| 1Y | +31.5% | -18.7% | +50.3% | +34.2% |
| 3Y | +80.7% | +80.8% | -0.1% | +55.2% |
| 5Y | +69.4% | +54.5% | +14.9% | +43.7% |
| All | +358.1% | +148.8% | +209.3% | +233.6% |
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