+36.8%
FROG vs NTNX
+171.1%
-134.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.5% |
| 7D | -2.2% | -3.9% | +1.7% | -0.5% |
| 30D | +3.0% | +1.7% | +1.3% | +2.5% |
| 3M | +10.3% | +31.7% | -21.4% | -1.9% |
| 6M | +116.7% | +69.4% | +47.3% | +73.7% |
| YTD | +41.9% | +26.6% | +15.4% | +28.3% |
| 1Y | +78.5% | -15.2% | +93.7% | +86.9% |
| 3Y | +224.1% | +80.9% | +143.2% | +142.3% |
| 5Y | +142.4% | +53.3% | +89.1% | +86.8% |
| All | +36.8% | +171.1% | -134.3% | -16.8% |
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