-9.3%
FLUT vs NTNX
+148.8%
-158.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +0.4% | -3.1% | +3.6% | +0.8% |
| 30D | +2.5% | +2.0% | +0.6% | +2.2% |
| 3M | -9.2% | +34.0% | -43.2% | -12.2% |
| 6M | -8.2% | +72.4% | -80.6% | -13.7% |
| YTD | -53.2% | +27.5% | -80.8% | -54.7% |
| 1Y | -65.6% | -18.7% | -46.8% | -65.3% |
| 3Y | -43.6% | +80.8% | -124.3% | -47.1% |
| 5Y | -50.3% | +54.5% | -104.8% | -54.1% |
| All | -9.3% | +148.8% | -158.1% | -18.0% |
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