+15.5%
FXI vs NTNX
+148.8%
-133.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -3.9% | -3.1% | -0.7% | -3.5% |
| 30D | -2.1% | +2.0% | -4.1% | -2.4% |
| 3M | -0.5% | +34.0% | -34.4% | -3.7% |
| 6M | -4.5% | +72.4% | -76.9% | -10.5% |
| YTD | -9.2% | +27.5% | -36.8% | -12.3% |
| 1Y | -13.8% | -18.7% | +5.0% | -12.7% |
| 3Y | +36.6% | +80.8% | -44.2% | +23.4% |
| 5Y | -6.7% | +54.5% | -61.2% | -16.7% |
| All | +15.5% | +148.8% | -133.3% | -6.9% |
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