-22.6%
FPS vs NTNX
+62.7%
-85.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.5% | -15.8% | -17.0% |
| 7D | -23.3% | -12.3% | -11.0% | -21.6% |
| 30D | -42.4% | -13.2% | -29.2% | -41.2% |
| 3M | -43.0% | +3.6% | -46.6% | -42.0% |
| 6M | -44.5% | +45.7% | -90.1% | -44.4% |
| All | -22.6% | +62.7% | -85.3% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling