+115.8%
FCX vs NTNX
+54.0%
+61.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -2.3% | -3.1% | +0.9% | -1.7% |
| 30D | +2.7% | +2.0% | +0.7% | +2.2% |
| 3M | +7.4% | +34.0% | -26.6% | +1.7% |
| 6M | +16.0% | +72.4% | -56.4% | +4.2% |
| YTD | +40.9% | +27.5% | +13.4% | +33.5% |
| 1Y | +56.4% | -18.7% | +75.2% | +62.0% |
| 3Y | +84.2% | +80.8% | +3.5% | +56.8% |
| All | +115.8% | +54.0% | +61.8% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling