+2,924.6%
FTAI vs NTNX
+148.8%
+2,775.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.6% | +3.2% |
| 7D | -5.2% | -3.1% | -2.1% | -4.7% |
| 30D | -17.9% | +2.0% | -19.9% | -18.2% |
| 3M | -22.7% | +34.0% | -56.7% | -26.6% |
| 6M | -28.0% | +72.4% | -100.4% | -35.1% |
| YTD | -5.0% | +27.5% | -32.5% | -10.3% |
| 1Y | +10.4% | -18.7% | +29.1% | +12.3% |
| 3Y | +425.2% | +80.8% | +344.5% | +361.8% |
| 5Y | +890.3% | +54.5% | +835.9% | +755.1% |
| All | +2,924.6% | +148.8% | +2,775.8% | +2,249.3% |
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