+512.6%
FAST vs NTNX
+148.8%
+363.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | -0.6% | -3.1% | +2.6% | -0.2% |
| 30D | -5.6% | +2.0% | -7.5% | -5.8% |
| 3M | +6.9% | +34.0% | -27.1% | +3.4% |
| 6M | +7.0% | +72.4% | -65.4% | +0.1% |
| YTD | +24.9% | +27.5% | -2.6% | +20.6% |
| 1Y | +6.5% | -18.7% | +25.2% | +8.0% |
| 3Y | +94.1% | +80.8% | +13.4% | +74.3% |
| 5Y | +107.7% | +54.5% | +53.2% | +84.3% |
| All | +512.6% | +148.8% | +363.8% | +392.5% |
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