+47.7%
FND vs NTNX
+318.3%
-270.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -5.8% | -3.1% | -2.6% | -5.0% |
| 30D | -20.2% | +2.0% | -22.2% | -20.7% |
| 3M | -12.0% | +34.0% | -45.9% | -18.0% |
| 6M | -18.5% | +72.4% | -90.9% | -29.3% |
| YTD | -22.3% | +27.5% | -49.8% | -27.9% |
| 1Y | -47.6% | -18.7% | -28.9% | -46.2% |
| 3Y | -49.8% | +80.8% | -130.5% | -60.4% |
| 5Y | -63.0% | +54.5% | -117.5% | -71.3% |
| All | +47.7% | +318.3% | -270.6% | -10.6% |
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