-83.1%
FRMI vs NTNX
-10.7%
-72.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +2.1% |
| 7D | +7.4% | -3.1% | +10.6% | +7.3% |
| 30D | -27.6% | +2.0% | -29.6% | -27.5% |
| 3M | -20.9% | +34.0% | -54.8% | -20.5% |
| 6M | -36.6% | +72.4% | -109.0% | -36.5% |
| YTD | -31.3% | +27.5% | -58.8% | -37.5% |
| All | -83.1% | -10.7% | -72.4% | -86.1% |
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