+139.8%
EWJ vs NTNX
+148.8%
-9.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | +7.5% | +34.0% | -26.5% | +4.3% |
| 6M | +15.6% | +72.4% | -56.8% | +9.0% |
| YTD | +22.7% | +27.5% | -4.8% | +19.0% |
| 1Y | +26.4% | -18.7% | +45.2% | +27.9% |
| 3Y | +72.5% | +80.8% | -8.2% | +58.5% |
| 5Y | +52.4% | +54.5% | -2.0% | +38.7% |
| All | +139.8% | +148.8% | -9.0% | +100.4% |
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