+513.3%
FAST vs NTNX
+154.7%
+358.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +1.3% | +1.2% | +0.1% | +1.2% |
| 30D | -4.7% | +7.7% | -12.4% | -5.6% |
| 3M | +7.9% | +30.2% | -22.2% | +4.7% |
| 6M | +7.4% | +69.4% | -62.0% | +0.7% |
| YTD | +25.1% | +30.6% | -5.5% | +20.5% |
| 1Y | +4.7% | -10.0% | +14.7% | +4.9% |
| 3Y | +94.7% | +86.6% | +8.1% | +74.2% |
| 5Y | +106.8% | +57.1% | +49.7% | +83.2% |
| All | +513.3% | +154.7% | +358.7% | +391.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling