+57.2%
NTNX vs ESTC
+23.7%
+33.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.1% |
| 7D | +0.1% | -3.3% | +3.5% | +1.4% |
| 30D | +3.8% | +13.4% | -9.6% | -3.1% |
| 3M | +31.9% | +41.3% | -9.4% | +11.9% |
| 6M | +68.5% | +62.6% | +5.9% | +34.6% |
| YTD | +29.5% | +14.8% | +14.7% | +18.8% |
| 1Y | -11.6% | -5.1% | -6.6% | -13.4% |
| 3Y | +85.1% | +11.2% | +74.0% | +54.1% |
| 5Y | +54.8% | -47.0% | +101.8% | +61.3% |
| All | +57.2% | +23.7% | +33.5% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling