+12.7%
EW vs NTNX
+82.3%
-69.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.5% | -2.8% |
| 7D | -6.2% | -3.1% | -3.0% | -5.9% |
| 30D | -9.3% | +2.0% | -11.3% | -9.6% |
| 3M | -1.6% | +34.0% | -35.6% | -4.6% |
| 6M | -0.8% | +72.4% | -73.2% | -6.4% |
| YTD | -1.0% | +27.5% | -28.6% | -4.0% |
| 1Y | +8.2% | -18.7% | +26.9% | +10.2% |
| 3Y | +12.7% | +80.8% | -68.1% | -5.5% |
| All | +12.7% | +82.3% | -69.6% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling