+98.5%
FLEX vs NTNX
+0.3%
+98.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | -1.6% | +0.7% | -1.0% |
| 30D | -10.1% | +11.6% | -21.8% | -9.3% |
| 3M | -31.3% | +23.8% | -55.2% | -29.8% |
| 6M | +71.3% | +68.8% | +2.5% | +76.0% |
| YTD | +81.2% | +31.7% | +49.6% | +88.0% |
| 1Y | +98.5% | -0.9% | +99.4% | +113.7% |
| All | +98.5% | +0.3% | +98.2% | +113.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling