-9.1%
NTNX vs EFV
+25.8%
-34.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.7% | -0.9% |
| 7D | -12.3% | +2.9% | -15.2% | -11.8% |
| 30D | -13.2% | +3.6% | -16.8% | -12.6% |
| 3M | +3.6% | -0.1% | +3.7% | +3.6% |
| 6M | +45.7% | +9.6% | +36.1% | +48.3% |
| YTD | +23.2% | +17.0% | +6.3% | +23.6% |
| 1Y | -9.1% | +25.7% | -34.7% | -9.1% |
| All | -9.1% | +25.8% | -34.9% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling