+80.8%
NTNX vs FDS
-37.4%
+118.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -3.1% | -14.0% | +10.8% | +3.7% |
| 30D | +2.0% | -6.2% | +8.2% | +4.7% |
| 3M | +34.0% | +10.2% | +23.8% | +26.5% |
| 6M | +72.4% | +27.4% | +44.9% | +52.0% |
| YTD | +27.5% | -9.3% | +36.8% | +30.5% |
| 1Y | -18.7% | -28.6% | +9.9% | -7.2% |
| 3Y | +80.8% | -36.8% | +117.6% | +110.6% |
| All | +80.8% | -37.4% | +118.2% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling