-98.6%
FCUV vs NTNX
+148.8%
-247.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.2% |
| 7D | -66.5% | -3.1% | -63.3% | -66.4% |
| 30D | +5.0% | +2.0% | +3.0% | +5.0% |
| 3M | +63.8% | +34.0% | +29.8% | +61.2% |
| 6M | -67.8% | +72.4% | -140.2% | -68.9% |
| YTD | -82.4% | +27.5% | -109.9% | -82.7% |
| 1Y | -94.7% | -18.7% | -76.0% | -94.7% |
| 3Y | -99.3% | +80.8% | -180.0% | -99.3% |
| 5Y | -99.9% | +54.5% | -154.3% | -99.9% |
| All | -98.6% | +148.8% | -247.3% | -98.5% |
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