+6,028.3%
FIX vs NTNX
+148.8%
+5,879.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.2% |
| 7D | +5.0% | -3.1% | +8.1% | +5.6% |
| 30D | -2.7% | +2.0% | -4.7% | -3.1% |
| 3M | -8.2% | +34.0% | -42.2% | -13.0% |
| 6M | +20.3% | +72.4% | -52.1% | +8.1% |
| YTD | +81.4% | +27.5% | +53.9% | +71.0% |
| 1Y | +121.5% | -18.7% | +140.2% | +125.6% |
| 3Y | +807.4% | +80.8% | +726.7% | +703.4% |
| 5Y | +2,306.7% | +54.5% | +2,252.2% | +2,001.8% |
| All | +6,028.3% | +148.8% | +5,879.5% | +4,497.8% |
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