+100.6%
FLEX vs NTNX
-15.3%
+115.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.4% | +7.2% |
| 7D | +5.7% | -3.1% | +8.9% | +5.5% |
| 30D | -7.0% | +2.0% | -9.0% | -6.8% |
| 3M | -23.8% | +34.0% | -57.8% | -21.9% |
| 6M | +82.6% | +72.4% | +10.3% | +87.6% |
| YTD | +91.6% | +27.5% | +64.1% | +98.4% |
| 1Y | +100.6% | -18.7% | +119.3% | +121.6% |
| All | +100.6% | -15.3% | +115.9% | +121.6% |
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