+152.2%
NTNX vs FGI
-66.2%
+218.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +9.4% | -11.7% | -2.4% |
| 7D | -3.9% | +22.8% | -26.7% | -4.2% |
| 30D | +1.7% | +85.9% | -84.2% | 0.0% |
| 3M | +31.7% | +32.4% | -0.7% | +29.9% |
| 6M | +69.4% | +106.3% | -37.0% | +65.4% |
| YTD | +26.6% | +48.4% | -21.9% | +24.1% |
| 1Y | -15.2% | +116.4% | -131.6% | -18.0% |
| 3Y | +80.9% | +9.2% | +71.8% | +76.7% |
| All | +152.2% | -66.2% | +218.4% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling