+78.2%
NTNX vs EFV
+168.1%
-90.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | -0.3% |
| 7D | -3.1% | -0.8% | -2.3% | -2.4% |
| 30D | +2.0% | +0.6% | +1.3% | +1.3% |
| 3M | +34.0% | +7.5% | +26.4% | +24.3% |
| 6M | +72.4% | +13.0% | +59.4% | +50.1% |
| YTD | +27.5% | +18.3% | +9.2% | +5.0% |
| 1Y | -18.7% | +26.7% | -45.5% | -38.1% |
| 3Y | +80.8% | +89.6% | -8.8% | -12.7% |
| 5Y | +54.5% | +98.2% | -43.7% | -29.2% |
| All | +78.2% | +168.1% | -90.0% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling