+222.9%
EWY vs NTNX
+82.3%
+140.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +3.2% |
| 7D | -0.1% | -3.1% | +3.1% | +0.2% |
| 30D | +7.3% | +2.0% | +5.3% | +7.1% |
| 3M | -5.1% | +34.0% | -39.1% | -7.7% |
| 6M | +42.1% | +72.4% | -30.3% | +34.0% |
| YTD | +94.1% | +27.5% | +66.6% | +89.8% |
| 1Y | +147.8% | -18.7% | +166.6% | +159.0% |
| 3Y | +222.9% | +80.8% | +142.2% | +167.6% |
| All | +222.9% | +82.3% | +140.6% | +167.6% |
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