+424.6%
FSLR vs NTNX
+146.9%
+277.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.4% |
| 7D | -0.1% | -3.9% | +3.8% | +0.5% |
| 30D | -14.0% | +1.7% | -15.7% | -14.3% |
| 3M | -16.9% | +31.7% | -48.6% | -20.8% |
| 6M | +4.7% | +69.4% | -64.6% | -5.1% |
| YTD | -20.7% | +26.6% | -47.3% | -24.8% |
| 1Y | +1.7% | -15.2% | +16.9% | +2.9% |
| 3Y | +13.1% | +80.9% | -67.8% | -3.7% |
| 5Y | +108.4% | +53.3% | +55.1% | +74.3% |
| All | +424.6% | +146.9% | +277.7% | +275.8% |
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