+74.7%
FROG vs NTNX
-15.3%
+90.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.4% | -2.2% |
| 7D | -0.5% | -3.1% | +2.7% | +1.6% |
| 30D | +1.3% | +2.0% | -0.6% | +0.5% |
| 3M | +11.1% | +34.0% | -22.9% | -8.3% |
| 6M | +108.3% | +72.4% | +35.9% | +46.8% |
| YTD | +39.6% | +27.5% | +12.0% | +12.2% |
| 1Y | +74.7% | -18.7% | +93.5% | +73.9% |
| All | +74.7% | -15.3% | +90.1% | +73.9% |
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 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