+1,028.0%
FLEX vs NTNX
+148.8%
+879.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.4% | +7.0% |
| 7D | +5.7% | -3.1% | +8.9% | +6.6% |
| 30D | -7.0% | +2.0% | -9.0% | -7.5% |
| 3M | -23.8% | +34.0% | -57.8% | -29.5% |
| 6M | +82.6% | +72.4% | +10.3% | +56.8% |
| YTD | +91.6% | +27.5% | +64.1% | +76.1% |
| 1Y | +100.6% | -18.7% | +119.3% | +105.4% |
| 3Y | +479.8% | +80.8% | +399.0% | +370.4% |
| 5Y | +746.5% | +54.5% | +692.0% | +577.6% |
| All | +1,028.0% | +148.8% | +879.3% | +637.3% |
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