+111.6%
FE vs NTNX
+152.6%
-41.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -1.2% | +3.8% | -5.0% | -1.4% |
| 3M | +1.7% | +31.9% | -30.3% | +0.4% |
| 6M | -7.5% | +68.5% | -76.0% | -9.8% |
| YTD | +6.3% | +29.5% | -23.2% | +4.8% |
| 1Y | +10.9% | -11.6% | +22.5% | +11.1% |
| 3Y | +46.9% | +85.1% | -38.2% | +39.1% |
| 5Y | +47.6% | +54.8% | -7.2% | +39.6% |
| All | +111.6% | +152.6% | -41.0% | +84.8% |
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