+829.8%
FN vs NTNX
+148.8%
+681.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.9% | +2.5% |
| 7D | +1.8% | -3.1% | +4.9% | +2.5% |
| 30D | -27.5% | +2.0% | -29.5% | -27.9% |
| 3M | -28.8% | +34.0% | -62.8% | -33.7% |
| 6M | -20.9% | +72.4% | -93.3% | -31.3% |
| YTD | -8.9% | +27.5% | -36.5% | -15.7% |
| 1Y | +14.5% | -18.7% | +33.2% | +16.9% |
| 3Y | +172.6% | +80.8% | +91.9% | +128.2% |
| 5Y | +300.6% | +54.5% | +246.1% | +231.4% |
| All | +829.8% | +148.8% | +681.0% | +508.4% |
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