-47.3%
FSLY vs NTNX
+54.0%
-101.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | +12.5% | -3.1% | +15.6% | +14.2% |
| 30D | -18.8% | +2.0% | -20.8% | -19.4% |
| 3M | +22.7% | +34.0% | -11.3% | +7.6% |
| 6M | -3.7% | +72.4% | -76.1% | -26.7% |
| YTD | +127.5% | +27.5% | +100.0% | +97.8% |
| 1Y | +193.5% | -18.7% | +212.3% | +213.7% |
| 3Y | -1.3% | +80.8% | -82.1% | -36.5% |
| All | -47.3% | +54.0% | -101.3% | -58.8% |
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 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