+156.7%
FDX vs NTNX
+152.6%
+4.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.3% | +0.1% | -2.5% | -2.3% |
| 30D | -4.9% | +3.8% | -8.7% | -5.5% |
| 3M | -6.5% | +31.9% | -38.4% | -10.5% |
| 6M | +6.7% | +68.5% | -61.8% | -2.5% |
| YTD | +33.9% | +29.5% | +4.4% | +27.1% |
| 1Y | +72.2% | -11.6% | +83.8% | +72.9% |
| 3Y | +60.2% | +85.1% | -24.9% | +37.9% |
| 5Y | +62.9% | +54.8% | +8.1% | +38.8% |
| All | +156.7% | +152.6% | +4.1% | +86.5% |
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