+78.2%
NTNX vs EVRG
+106.3%
-28.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | +2.0% | -1.2% | +3.2% | +2.2% |
| 3M | +34.0% | -0.6% | +34.6% | +34.0% |
| 6M | +72.4% | +2.4% | +70.0% | +70.6% |
| YTD | +27.5% | +15.5% | +12.1% | +21.6% |
| 1Y | -18.7% | +16.8% | -35.6% | -22.9% |
| 3Y | +80.8% | +75.0% | +5.7% | +49.6% |
| 5Y | +54.5% | +49.3% | +5.1% | +33.7% |
| All | +78.2% | +106.3% | -28.1% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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