+78.2%
NTNX vs VCLT
+13.6%
+64.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -3.1% | -1.4% | -1.8% | -2.4% |
| 30D | +2.0% | -1.2% | +3.1% | +2.7% |
| 3M | +34.0% | -4.8% | +38.7% | +37.8% |
| 6M | +72.4% | -2.6% | +75.0% | +75.0% |
| YTD | +27.5% | -3.3% | +30.9% | +30.1% |
| 1Y | -18.7% | -4.8% | -13.9% | -16.5% |
| 3Y | +80.8% | +11.5% | +69.2% | +67.5% |
| 5Y | +54.5% | -17.0% | +71.5% | +73.3% |
| All | +78.2% | +13.6% | +64.5% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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