+179.3%
FANG vs NTNX
+148.8%
+30.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +2.9% | -3.1% | +6.0% | +3.4% |
| 30D | +2.6% | +2.0% | +0.7% | +2.1% |
| 3M | +7.6% | +34.0% | -26.4% | +1.8% |
| 6M | +17.3% | +72.4% | -55.1% | +5.3% |
| YTD | +38.7% | +27.5% | +11.1% | +30.8% |
| 1Y | +51.6% | -18.7% | +70.4% | +54.6% |
| 3Y | +50.0% | +80.8% | -30.8% | +27.1% |
| 5Y | +237.6% | +54.5% | +183.1% | +182.9% |
| All | +179.3% | +148.8% | +30.5% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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