+109.9%
EW vs NTNX
+148.8%
-38.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.5% | -2.9% |
| 7D | -6.2% | -3.1% | -3.0% | -5.7% |
| 30D | -9.3% | +2.0% | -11.3% | -9.7% |
| 3M | -1.6% | +34.0% | -35.6% | -6.0% |
| 6M | -0.8% | +72.4% | -73.2% | -9.2% |
| YTD | -1.0% | +27.5% | -28.6% | -5.6% |
| 1Y | +8.2% | -18.7% | +26.9% | +10.0% |
| 3Y | +12.7% | +80.8% | -68.1% | -1.9% |
| 5Y | -30.2% | +54.5% | -84.7% | -40.2% |
| All | +109.9% | +148.8% | -38.8% | +56.8% |
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