+363.2%
FERG vs NTNX
+148.8%
+214.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -2.6% | -3.1% | +0.6% | -2.4% |
| 30D | -8.9% | +2.0% | -10.9% | -9.0% |
| 3M | -2.0% | +34.0% | -36.0% | -3.7% |
| 6M | -3.2% | +72.4% | -75.6% | -6.4% |
| YTD | +1.5% | +27.5% | -26.0% | -0.2% |
| 1Y | +0.5% | -18.7% | +19.2% | +1.3% |
| 3Y | +50.4% | +80.8% | -30.3% | +44.4% |
| 5Y | +68.7% | +54.5% | +14.2% | +59.1% |
| All | +363.2% | +148.8% | +214.5% | +347.7% |
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