+159.1%
FDX vs NTNX
+148.8%
+10.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -3.3% | -3.1% | -0.1% | -2.8% |
| 30D | -4.5% | +2.0% | -6.5% | -4.9% |
| 3M | -7.3% | +34.0% | -41.3% | -11.6% |
| 6M | +7.5% | +72.4% | -64.8% | -2.0% |
| YTD | +35.1% | +27.5% | +7.6% | +28.6% |
| 1Y | +71.4% | -18.7% | +90.2% | +74.5% |
| 3Y | +60.8% | +80.8% | -19.9% | +38.9% |
| 5Y | +65.5% | +54.5% | +11.0% | +41.0% |
| All | +159.1% | +148.8% | +10.3% | +88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling