+813.7%
FN vs NTNX
+156.8%
+656.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | -1.7% | -1.6% | -0.1% | -1.3% |
| 30D | -22.0% | +11.6% | -33.6% | -24.0% |
| 3M | -43.0% | +23.8% | -66.8% | -45.9% |
| 6M | -27.7% | +68.8% | -96.5% | -36.9% |
| YTD | -10.5% | +31.7% | -42.2% | -17.7% |
| 1Y | +12.5% | -0.9% | +13.4% | +9.5% |
| 3Y | +153.8% | +95.0% | +58.8% | +108.9% |
| 5Y | +288.0% | +57.4% | +230.6% | +219.6% |
| All | +813.7% | +156.8% | +656.8% | +493.7% |
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