-63.2%
FLUT vs NTNX
-9.1%
-54.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | +4.2% | -12.3% | +16.5% | +7.7% |
| 30D | +8.0% | -13.2% | +21.2% | +12.0% |
| 3M | -22.1% | +3.6% | -25.7% | -23.8% |
| 6M | -21.7% | +45.7% | -67.4% | -31.2% |
| YTD | -62.0% | +23.2% | -85.2% | -67.2% |
| 1Y | -63.2% | -9.1% | -54.1% | -68.2% |
| All | -63.2% | -9.1% | -54.1% | -68.2% |
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