-49.5%
FLUT vs NTNX
+54.0%
-103.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +0.4% | -3.1% | +3.6% | +1.1% |
| 30D | +2.5% | +2.0% | +0.6% | +1.9% |
| 3M | -9.2% | +34.0% | -43.2% | -14.9% |
| 6M | -8.2% | +72.4% | -80.6% | -18.8% |
| YTD | -53.2% | +27.5% | -80.8% | -56.2% |
| 1Y | -65.6% | -18.7% | -46.8% | -64.9% |
| 3Y | -43.6% | +80.8% | -124.3% | -50.9% |
| All | -49.5% | +54.0% | -103.5% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling