+79.4%
NTNX vs ESTC
+7.0%
+72.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -0.9% |
| 7D | -3.9% | -13.2% | +9.3% | +1.2% |
| 30D | +1.7% | +9.3% | -7.6% | -3.1% |
| 3M | +31.7% | +37.3% | -5.6% | +14.5% |
| 6M | +69.4% | +61.0% | +8.3% | +38.5% |
| YTD | +26.6% | +10.7% | +15.9% | +17.3% |
| 1Y | -15.2% | -7.2% | -8.0% | -17.4% |
| All | +79.4% | +7.0% | +72.4% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling