+92.4%
FOXA vs NTNX
+84.1%
+8.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +0.8% | -3.1% | +3.9% | +1.2% |
| 30D | +5.0% | +2.0% | +3.1% | +4.7% |
| 3M | -3.0% | +34.0% | -37.0% | -6.7% |
| 6M | +14.8% | +72.4% | -57.6% | +6.4% |
| YTD | -8.9% | +27.5% | -36.4% | -12.5% |
| 1Y | +13.3% | -18.7% | +32.1% | +15.1% |
| 3Y | +115.4% | +80.8% | +34.7% | +91.8% |
| 5Y | +95.3% | +54.5% | +40.8% | +72.5% |
| All | +92.4% | +84.1% | +8.2% | +49.4% |
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 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