-26.0%
FSLR vs NTNX
-9.1%
-16.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +4.5% |
| 7D | +10.3% | -12.3% | +22.7% | +9.4% |
| 30D | +10.4% | -13.2% | +23.6% | +9.4% |
| 3M | -20.2% | +3.6% | -23.7% | -19.6% |
| 6M | -8.0% | +45.7% | -53.7% | -3.2% |
| YTD | -25.5% | +23.2% | -48.8% | -22.3% |
| 1Y | -26.0% | -9.1% | -16.9% | -25.4% |
| All | -26.0% | -9.1% | -16.9% | -25.4% |
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