-93.2%
FRMI vs NTNX
-9.1%
-84.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.5% | -9.0% | -10.4% |
| 7D | -39.7% | -12.3% | -27.4% | -39.1% |
| 30D | -55.2% | -13.2% | -41.9% | -54.7% |
| 3M | -71.2% | +3.6% | -74.7% | -71.0% |
| 6M | -64.1% | +45.7% | -109.8% | -64.5% |
| YTD | -77.2% | +23.2% | -100.5% | -79.3% |
| 1Y | -93.2% | -9.1% | -84.1% | -94.3% |
| All | -93.2% | -9.1% | -84.1% | -94.3% |
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