+88.9%
EWZ vs NTNX
+152.6%
-63.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +8.2% | +3.8% | +4.3% | +7.5% |
| 3M | +13.3% | +31.9% | -18.6% | +8.7% |
| 6M | +3.6% | +68.5% | -64.9% | -4.7% |
| YTD | +21.0% | +29.5% | -8.5% | +15.2% |
| 1Y | +34.7% | -11.6% | +46.3% | +35.1% |
| 3Y | +48.3% | +85.1% | -36.8% | +28.0% |
| 5Y | +60.1% | +54.8% | +5.3% | +37.1% |
| All | +88.9% | +152.6% | -63.8% | +35.3% |
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