+132.8%
NTNX vs FGI
-74.8%
+207.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -25.2% | +24.4% | -0.4% |
| 7D | +3.4% | -14.4% | +17.8% | +3.6% |
| 30D | -13.6% | -11.8% | -1.8% | -13.5% |
| 3M | -11.1% | -46.2% | +35.1% | -10.5% |
| 6M | +35.7% | +5.2% | +30.5% | +34.1% |
| YTD | +16.8% | +10.5% | +6.3% | +14.9% |
| 1Y | -9.1% | +25.5% | -34.6% | -11.0% |
| 3Y | +55.8% | -16.0% | +71.8% | +52.4% |
| All | +132.8% | -74.8% | +207.6% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling