-46.5%
FRSH vs NTNX
+82.3%
-128.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -6.6% | -3.1% | -3.5% | -5.2% |
| 30D | +2.1% | +2.0% | +0.1% | +1.3% |
| 3M | +29.0% | +34.0% | -5.0% | +13.5% |
| 6M | +48.6% | +72.4% | -23.8% | +17.4% |
| YTD | -2.9% | +27.5% | -30.5% | -14.0% |
| 1Y | -7.9% | -18.7% | +10.8% | -4.2% |
| 3Y | -46.5% | +80.8% | -127.3% | -64.2% |
| All | -46.5% | +82.3% | -128.8% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling