+81.0%
FROG vs NTNX
+0.3%
+80.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.3% | -1.6% | -9.7% | -10.3% |
| 30D | +3.6% | +11.6% | -8.0% | -2.9% |
| 3M | +1.7% | +23.8% | -22.1% | -11.2% |
| 6M | +123.5% | +68.8% | +54.7% | +61.7% |
| YTD | +40.2% | +31.7% | +8.6% | +10.9% |
| 1Y | +81.0% | -0.9% | +81.9% | +59.3% |
| All | +81.0% | +0.3% | +80.7% | +59.3% |
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