-17.7%
LVS vs NTNX
+0.3%
-18.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.5% | -1.6% | +0.1% | -1.3% |
| 30D | -3.2% | +11.6% | -14.9% | -4.8% |
| 3M | -12.0% | +23.8% | -35.8% | -14.9% |
| 6M | -19.9% | +68.8% | -88.7% | -26.4% |
| YTD | -30.6% | +31.7% | -62.3% | -35.2% |
| 1Y | -17.7% | -0.9% | -16.9% | -19.3% |
| All | -17.7% | +0.3% | -18.0% | -19.3% |
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