-99.2%
FCEL vs NTNX
+148.8%
-247.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.7% |
| 7D | +6.3% | -3.1% | +9.4% | +7.2% |
| 30D | -26.7% | +2.0% | -28.6% | -27.2% |
| 3M | -10.2% | +34.0% | -44.1% | -17.8% |
| 6M | +123.5% | +72.4% | +51.1% | +87.4% |
| YTD | +117.4% | +27.5% | +89.8% | +96.8% |
| 1Y | +146.0% | -18.7% | +164.7% | +151.6% |
| 3Y | -61.9% | +80.8% | -142.6% | -72.5% |
| 5Y | -90.5% | +54.5% | -145.0% | -93.1% |
| All | -99.2% | +148.8% | -247.9% | -99.5% |
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 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