+164.3%
FSLY vs NTNX
-9.1%
+173.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.6% |
| 7D | -22.2% | -12.3% | -9.8% | -16.5% |
| 30D | -19.1% | -13.2% | -5.9% | -12.5% |
| 3M | -15.7% | +3.6% | -19.3% | -14.1% |
| 6M | -23.5% | +45.7% | -69.1% | -30.8% |
| YTD | +106.6% | +23.2% | +83.4% | +86.2% |
| 1Y | +164.3% | -9.1% | +173.3% | +170.1% |
| All | +164.3% | -9.1% | +173.4% | +170.1% |
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