+78.2%
NTNX vs RVTY
+131.6%
-53.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.5% |
| 7D | -3.1% | -4.5% | +1.4% | -1.1% |
| 30D | +2.0% | +5.5% | -3.5% | -0.7% |
| 3M | +34.0% | +22.5% | +11.4% | +20.6% |
| 6M | +72.4% | +38.9% | +33.5% | +44.4% |
| YTD | +27.5% | +28.7% | -1.2% | +10.1% |
| 1Y | -18.7% | +45.5% | -64.2% | -34.6% |
| 3Y | +80.8% | +16.4% | +64.4% | +50.9% |
| 5Y | +54.5% | -32.7% | +87.2% | +78.6% |
| All | +78.2% | +131.6% | -53.5% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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