-11.0%
FLUT vs NTNX
+146.9%
-157.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | -3.6% | -3.9% | +0.3% | -3.2% |
| 30D | -0.3% | +1.7% | -2.1% | -0.6% |
| 3M | -12.6% | +31.7% | -44.4% | -15.3% |
| 6M | -8.0% | +69.4% | -77.3% | -13.3% |
| YTD | -54.1% | +26.6% | -80.7% | -55.5% |
| 1Y | -66.1% | -15.2% | -50.9% | -65.9% |
| 3Y | -45.0% | +80.9% | -125.9% | -48.4% |
| 5Y | -51.2% | +53.3% | -104.5% | -54.9% |
| All | -11.0% | +146.9% | -157.9% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling