-5.6%
LVS vs NTNX
+148.8%
-154.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.4% |
| 7D | -3.5% | -3.1% | -0.3% | -2.9% |
| 30D | -6.2% | +2.0% | -8.2% | -6.7% |
| 3M | -14.8% | +34.0% | -48.8% | -19.6% |
| 6M | -20.9% | +72.4% | -93.2% | -29.0% |
| YTD | -33.0% | +27.5% | -60.6% | -36.8% |
| 1Y | -20.0% | -18.7% | -1.3% | -18.4% |
| 3Y | -6.9% | +80.8% | -87.7% | -21.4% |
| 5Y | +9.1% | +54.5% | -45.4% | -9.1% |
| All | -5.6% | +148.8% | -154.4% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling