+96.9%
FSLR vs NTNX
+54.0%
+42.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +2.2% | -3.1% | +5.4% | +2.7% |
| 30D | -7.8% | +2.0% | -9.8% | -8.2% |
| 3M | -22.9% | +34.0% | -56.9% | -26.5% |
| 6M | +4.4% | +72.4% | -68.0% | -5.3% |
| YTD | -20.0% | +27.5% | -47.5% | -23.7% |
| 1Y | +2.8% | -18.7% | +21.6% | +6.5% |
| 3Y | +16.5% | +80.8% | -64.2% | -3.2% |
| All | +96.9% | +54.0% | +42.9% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling