+182.1%
FSLY vs NTNX
+0.3%
+181.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -10.6% | -1.6% | -9.0% | -10.0% |
| 30D | -20.9% | +11.6% | -32.5% | -23.7% |
| 3M | +3.4% | +23.8% | -20.4% | -3.9% |
| 6M | +2.7% | +68.8% | -66.1% | -16.9% |
| YTD | +102.3% | +31.7% | +70.6% | +75.3% |
| 1Y | +182.1% | -0.9% | +182.9% | +176.1% |
| All | +182.1% | +0.3% | +181.8% | +176.1% |
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