+25.0%
FLEX vs NTNX
-9.1%
+34.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.5% | -10.8% | -12.3% |
| 7D | -17.0% | -12.3% | -4.6% | -17.1% |
| 30D | -33.8% | -13.2% | -20.6% | -34.1% |
| 3M | -39.0% | +3.6% | -42.6% | -38.2% |
| 6M | -15.9% | +45.7% | -61.6% | -12.6% |
| YTD | +27.8% | +23.2% | +4.6% | +33.5% |
| 1Y | +25.0% | -9.1% | +34.1% | +32.1% |
| All | +25.0% | -9.1% | +34.1% | +32.1% |
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