+693.0%
FN vs NTNX
+108.9%
+584.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.8% | -6.5% | -7.1% |
| 7D | +0.3% | +3.4% | -3.2% | -0.5% |
| 30D | -16.5% | -13.6% | -3.0% | -13.4% |
| 3M | -42.1% | -11.1% | -31.0% | -40.3% |
| 6M | -52.9% | +35.7% | -88.6% | -56.3% |
| YTD | -28.0% | +16.8% | -44.8% | -31.8% |
| 1Y | -18.5% | -9.1% | -9.4% | -18.6% |
| 3Y | +93.9% | +55.8% | +38.1% | +67.8% |
| 5Y | +170.5% | +73.4% | +97.1% | +118.5% |
| All | +693.0% | +108.9% | +584.1% | +402.2% |
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 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