+5,874.8%
FIX vs NTNX
+154.7%
+5,720.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +6.1% | +1.2% | +4.9% | +5.8% |
| 30D | -2.7% | +7.7% | -10.4% | -4.0% |
| 3M | -10.9% | +30.2% | -41.1% | -15.2% |
| 6M | +29.0% | +69.4% | -40.4% | +16.3% |
| YTD | +76.9% | +30.6% | +46.3% | +66.0% |
| 1Y | +130.7% | -10.0% | +140.7% | +130.6% |
| 3Y | +790.7% | +86.6% | +704.0% | +684.5% |
| 5Y | +2,185.6% | +57.1% | +2,128.5% | +1,890.0% |
| All | +5,874.8% | +154.7% | +5,720.1% | +4,365.0% |
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