+230.3%
FFIV vs NTNX
+148.8%
+81.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.6% | +3.2% |
| 7D | +5.4% | -3.1% | +8.6% | +6.1% |
| 30D | -2.7% | +2.0% | -4.6% | -3.1% |
| 3M | +4.5% | +34.0% | -29.4% | -1.2% |
| 6M | +42.2% | +72.4% | -30.2% | +27.7% |
| YTD | +61.3% | +27.5% | +33.8% | +52.6% |
| 1Y | +23.0% | -18.7% | +41.8% | +25.7% |
| 3Y | +156.3% | +80.8% | +75.5% | +121.0% |
| 5Y | +102.9% | +54.5% | +48.4% | +72.7% |
| All | +230.3% | +148.8% | +81.6% | +138.3% |
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