+65.0%
FDX vs NTNX
-9.1%
+74.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.5% |
| 7D | +8.1% | -12.3% | +20.5% | +7.6% |
| 30D | +13.9% | -13.2% | +27.2% | +13.4% |
| 3M | +5.5% | +3.6% | +2.0% | +5.8% |
| 6M | +15.1% | +45.7% | -30.5% | +18.0% |
| YTD | +43.2% | +23.2% | +19.9% | +46.3% |
| 1Y | +65.0% | -9.1% | +74.1% | +63.4% |
| All | +65.0% | -9.1% | +74.2% | +63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling