+54.8%
NTNX vs ESTC
+19.1%
+35.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.1% | -9.2% | +6.0% | +0.8% |
| 30D | +2.0% | +8.1% | -6.1% | -2.9% |
| 3M | +34.0% | +38.5% | -4.5% | +14.5% |
| 6M | +72.4% | +57.8% | +14.6% | +39.5% |
| YTD | +27.5% | +10.5% | +17.0% | +18.8% |
| 1Y | -18.7% | -6.4% | -12.4% | -19.9% |
| 3Y | +80.8% | +4.7% | +76.1% | +54.4% |
| 5Y | +54.5% | -47.8% | +102.3% | +61.7% |
| All | +54.8% | +19.1% | +35.7% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling