+162.4%
NTNX vs FGI
-70.4%
+232.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.1% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +11.6% | +65.4% | -53.8% | +10.0% |
| 3M | +23.8% | +23.5% | +0.3% | +22.2% |
| 6M | +68.8% | +60.5% | +8.3% | +65.4% |
| YTD | +31.7% | +30.0% | +1.7% | +29.4% |
| 1Y | -0.9% | +82.1% | -83.0% | -3.9% |
| 3Y | +95.0% | -4.4% | +99.4% | +90.8% |
| All | +162.4% | -70.4% | +232.7% | +171.5% |
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