+111.3%
FE vs NTNX
+148.8%
-37.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.3% |
| 7D | -1.4% | -3.1% | +1.8% | -1.2% |
| 30D | -1.9% | +2.0% | -3.8% | -2.0% |
| 3M | -0.2% | +34.0% | -34.1% | -1.5% |
| 6M | -7.1% | +72.4% | -79.5% | -9.5% |
| YTD | +6.1% | +27.5% | -21.4% | +4.7% |
| 1Y | +10.1% | -18.7% | +28.8% | +10.7% |
| 3Y | +46.9% | +80.8% | -33.9% | +39.2% |
| 5Y | +50.0% | +54.5% | -4.5% | +41.8% |
| All | +111.3% | +148.8% | -37.5% | +84.6% |
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