-65.8%
FLUT vs NTNX
+0.3%
-66.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -1.6% | -1.6% | -0.1% | -1.1% |
| 30D | +7.7% | +11.6% | -3.9% | +3.7% |
| 3M | -0.7% | +23.8% | -24.5% | -8.0% |
| 6M | -11.2% | +68.8% | -80.0% | -25.3% |
| YTD | -53.4% | +31.7% | -85.1% | -59.7% |
| 1Y | -65.8% | -0.9% | -64.9% | -68.4% |
| All | -65.8% | +0.3% | -66.0% | -68.4% |
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