+193.5%
ET vs NTNX
+148.8%
+44.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +0.2% | -3.1% | +3.4% | +0.7% |
| 30D | +2.9% | +2.0% | +0.9% | +2.4% |
| 3M | +16.8% | +34.0% | -17.2% | +11.4% |
| 6M | +18.9% | +72.4% | -53.5% | +8.3% |
| YTD | +37.7% | +27.5% | +10.2% | +31.1% |
| 1Y | +32.4% | -18.7% | +51.2% | +34.8% |
| 3Y | +99.5% | +80.8% | +18.7% | +73.8% |
| 5Y | +244.0% | +54.5% | +189.5% | +195.9% |
| All | +193.5% | +148.8% | +44.7% | +108.9% |
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