+9.7%
FPS vs NTNX
+68.4%
-58.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.9% |
| 7D | +1.5% | -3.1% | +4.6% | +1.6% |
| 30D | -16.9% | +2.0% | -18.8% | -16.8% |
| 3M | -45.3% | +34.0% | -79.3% | -46.0% |
| 6M | -10.3% | +72.4% | -82.7% | -14.7% |
| All | +9.7% | +68.4% | -58.7% | +3.9% |
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