+82.4%
NTNX vs FIVE
+528.6%
-446.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.0% |
| 7D | +1.2% | +3.7% | -2.5% | +0.1% |
| 30D | +7.7% | +4.0% | +3.7% | +6.1% |
| 3M | +30.2% | +36.2% | -6.1% | +18.1% |
| 6M | +69.4% | +18.0% | +51.4% | +58.3% |
| YTD | +30.6% | +34.9% | -4.3% | +16.9% |
| 1Y | -10.0% | +67.9% | -77.9% | -25.2% |
| 3Y | +86.6% | +57.3% | +29.3% | +44.9% |
| 5Y | +57.1% | +39.5% | +17.6% | +21.8% |
| All | +82.4% | +528.6% | -446.2% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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