-49.8%
FND vs NTNX
+82.3%
-132.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -5.8% | -3.1% | -2.6% | -5.5% |
| 30D | -20.2% | +2.0% | -22.2% | -20.4% |
| 3M | -12.0% | +34.0% | -45.9% | -14.2% |
| 6M | -18.5% | +72.4% | -90.9% | -22.7% |
| YTD | -22.3% | +27.5% | -49.8% | -24.1% |
| 1Y | -47.6% | -18.7% | -28.9% | -46.4% |
| 3Y | -49.8% | +80.8% | -130.5% | -59.9% |
| All | -49.8% | +82.3% | -132.1% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling