+115.9%
EW vs NTNX
+146.9%
-31.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.0% |
| 7D | -3.4% | -3.9% | +0.6% | -2.8% |
| 30D | -7.4% | +1.7% | -9.1% | -7.7% |
| 3M | +0.9% | +31.7% | -30.8% | -3.3% |
| 6M | +1.2% | +69.4% | -68.2% | -7.1% |
| YTD | +1.8% | +26.6% | -24.8% | -2.8% |
| 1Y | +10.8% | -15.2% | +26.0% | +11.9% |
| 3Y | +17.1% | +80.9% | -63.8% | +1.9% |
| 5Y | -28.2% | +53.3% | -81.5% | -38.4% |
| All | +115.9% | +146.9% | -31.0% | +61.5% |
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 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