+219.7%
FFIV vs NTNX
+146.9%
+72.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.1% |
| 7D | +1.6% | -3.9% | +5.5% | +2.4% |
| 30D | -3.7% | +1.7% | -5.5% | -4.1% |
| 3M | +2.0% | +31.7% | -29.8% | -3.4% |
| 6M | +39.3% | +69.4% | -30.1% | +25.4% |
| YTD | +56.1% | +26.6% | +29.5% | +47.9% |
| 1Y | +22.0% | -15.2% | +37.2% | +23.7% |
| 3Y | +148.2% | +80.9% | +67.3% | +114.0% |
| 5Y | +96.3% | +53.3% | +43.0% | +67.3% |
| All | +219.7% | +146.9% | +72.8% | +130.9% |
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