+80.9%
NTNX vs FDS
+93.2%
-12.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +1.0% |
| 7D | +0.1% | -8.8% | +8.9% | +5.1% |
| 30D | +3.8% | -1.4% | +5.2% | +4.3% |
| 3M | +31.9% | +13.9% | +18.0% | +21.1% |
| 6M | +68.5% | +27.4% | +41.1% | +44.6% |
| YTD | +29.5% | -2.5% | +32.0% | +28.3% |
| 1Y | -11.6% | -23.8% | +12.2% | -0.7% |
| 3Y | +85.1% | -32.5% | +117.6% | +119.8% |
| 5Y | +54.8% | -23.2% | +78.0% | +67.7% |
| All | +80.9% | +93.2% | -12.3% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling