-75.0%
FRSH vs NTNX
+64.6%
-139.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% |
| 6M | +48.6% | +72.4% | -23.8% | +15.2% |
| YTD | -2.9% | +27.5% | -30.5% | -13.8% |
| 1Y | -7.9% | -18.7% | +10.8% | -1.4% |
| 3Y | -46.5% | +80.8% | -127.3% | -63.3% |
| All | -75.0% | +64.6% | -139.6% | -82.8% |
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