+77.6%
FTV vs NTNX
+148.8%
-71.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.2% |
| 7D | -4.0% | -3.1% | -0.8% | -3.5% |
| 30D | -11.0% | +2.0% | -13.0% | -11.3% |
| 3M | -8.4% | +34.0% | -42.4% | -12.4% |
| 6M | -2.6% | +72.4% | -74.9% | -10.7% |
| YTD | -0.6% | +27.5% | -28.1% | -5.0% |
| 1Y | +11.0% | -18.7% | +29.7% | +12.7% |
| 3Y | -6.3% | +80.8% | -87.1% | -17.0% |
| 5Y | -1.5% | +54.5% | -56.0% | -14.0% |
| All | +77.6% | +148.8% | -71.2% | +35.2% |
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