+691.2%
FICO vs NTNX
+148.8%
+542.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +5.7% | -3.1% | +8.8% | +6.5% |
| 30D | -5.6% | +2.0% | -7.6% | -6.0% |
| 3M | -16.9% | +34.0% | -50.8% | -22.3% |
| 6M | -15.4% | +72.4% | -87.8% | -25.7% |
| YTD | -41.7% | +27.5% | -69.2% | -45.3% |
| 1Y | -38.3% | -18.7% | -19.5% | -36.5% |
| 3Y | +8.9% | +80.8% | -71.9% | -8.1% |
| 5Y | +118.3% | +54.5% | +63.8% | +81.3% |
| All | +691.2% | +148.8% | +542.4% | +459.8% |
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 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