+78.2%
NTNX vs FWONK
+250.0%
-171.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | +2.0% | -7.7% | +9.7% | +5.6% |
| 3M | +34.0% | +5.7% | +28.2% | +30.2% |
| 6M | +72.4% | +13.5% | +58.9% | +62.1% |
| YTD | +27.5% | -3.0% | +30.5% | +27.9% |
| 1Y | -18.7% | -6.4% | -12.3% | -17.4% |
| 3Y | +80.8% | +43.8% | +36.9% | +47.6% |
| 5Y | +54.5% | +98.6% | -44.1% | +7.3% |
| All | +78.2% | +250.0% | -171.8% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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