+131.2%
FITB vs NTNX
+82.3%
+48.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.4% |
| 7D | -0.3% | -3.1% | +2.9% | +0.1% |
| 30D | -5.7% | +2.0% | -7.6% | -5.9% |
| 3M | +3.2% | +34.0% | -30.8% | -0.5% |
| 6M | +23.4% | +72.4% | -49.0% | +14.5% |
| YTD | +18.8% | +27.5% | -8.7% | +14.7% |
| 1Y | +25.0% | -18.7% | +43.7% | +29.0% |
| 3Y | +131.2% | +80.8% | +50.4% | +90.7% |
| All | +131.2% | +82.3% | +48.9% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling