+276.9%
FITB vs NTNX
+148.8%
+128.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.4% |
| 7D | -0.3% | -3.1% | +2.9% | +0.2% |
| 30D | -5.7% | +2.0% | -7.6% | -6.0% |
| 3M | +3.2% | +34.0% | -30.8% | -1.8% |
| 6M | +23.4% | +72.4% | -49.0% | +11.9% |
| YTD | +18.8% | +27.5% | -8.7% | +12.7% |
| 1Y | +25.0% | -18.7% | +43.7% | +27.3% |
| 3Y | +131.2% | +80.8% | +50.4% | +99.8% |
| 5Y | +70.7% | +54.5% | +16.2% | +45.7% |
| All | +276.9% | +148.8% | +128.2% | +172.9% |
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