-31.8%
LVS vs NTNX
-9.1%
-22.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.5% | +8.0% | +6.6% |
| 7D | +13.4% | -12.3% | +25.7% | +14.8% |
| 30D | +12.2% | -13.2% | +25.4% | +13.7% |
| 3M | -10.7% | +3.6% | -14.3% | -11.6% |
| 6M | -19.8% | +45.7% | -65.5% | -24.3% |
| YTD | -35.8% | +23.2% | -59.0% | -40.5% |
| 1Y | -31.8% | -9.1% | -22.7% | -35.9% |
| All | -31.8% | -9.1% | -22.7% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 1y: compounded portfolio wealth divided by compounded NTNX 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…
1y analysis · Full analysis span regression · 6 months rolling