+57.6%
NTNX vs ESTC
-47.6%
+105.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.1% | -9.2% | +6.0% | +0.5% |
| 30D | +2.0% | +8.1% | -6.1% | -2.6% |
| 3M | +34.0% | +38.5% | -4.5% | +15.7% |
| 6M | +72.4% | +57.8% | +14.6% | +41.4% |
| YTD | +27.5% | +10.5% | +17.0% | +19.1% |
| 1Y | -18.7% | -6.4% | -12.4% | -20.0% |
| 3Y | +80.8% | +4.7% | +76.1% | +57.2% |
| All | +57.6% | -47.6% | +105.2% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling