+34.6%
FROG vs NTNX
+173.2%
-138.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.4% | -2.0% |
| 7D | -0.5% | -3.1% | +2.7% | +0.9% |
| 30D | +1.3% | +2.0% | -0.6% | +0.8% |
| 3M | +11.1% | +34.0% | -22.9% | -1.9% |
| 6M | +108.3% | +72.4% | +35.9% | +65.7% |
| YTD | +39.6% | +27.5% | +12.0% | +25.8% |
| 1Y | +74.7% | -18.7% | +93.5% | +86.1% |
| 3Y | +224.1% | +80.8% | +143.3% | +142.2% |
| 5Y | +138.4% | +54.5% | +83.9% | +83.1% |
| All | +34.6% | +173.2% | -138.6% | -18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling