+50.4%
EWJ vs NTNX
+54.0%
-3.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | +0.3% | -3.1% | +3.4% | +0.6% |
| 30D | +0.8% | +2.0% | -1.2% | +0.5% |
| 3M | +7.5% | +34.0% | -26.5% | +4.2% |
| 6M | +15.6% | +72.4% | -56.8% | +8.5% |
| YTD | +22.7% | +27.5% | -4.8% | +18.9% |
| 1Y | +26.4% | -18.7% | +45.2% | +28.8% |
| 3Y | +72.5% | +80.8% | -8.2% | +56.7% |
| All | +50.4% | +54.0% | -3.6% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling