+78.2%
NTNX vs FLR
+15.1%
+63.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -3.1% | -3.5% | +0.3% | -2.5% |
| 30D | +2.0% | +4.2% | -2.2% | +1.0% |
| 3M | +34.0% | +8.1% | +25.9% | +30.7% |
| 6M | +72.4% | +21.5% | +50.9% | +62.2% |
| YTD | +27.5% | +36.8% | -9.2% | +16.5% |
| 1Y | -18.7% | +31.2% | -49.9% | -25.6% |
| 3Y | +80.8% | +53.9% | +26.9% | +55.1% |
| 5Y | +54.5% | +243.0% | -188.6% | +8.6% |
| All | +78.2% | +15.1% | +63.1% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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