-16.0%
NTNX vs VICR
+52.1%
-68.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -15.1% | +7.0% | -7.9% |
| 7D | -17.2% | -34.6% | +17.4% | -17.1% |
| 30D | -20.2% | -54.9% | +34.6% | -21.0% |
| 3M | -4.0% | -38.3% | +34.4% | -3.7% |
| 6M | +34.8% | -49.2% | +84.0% | +34.4% |
| YTD | +13.3% | +23.3% | -10.0% | +3.7% |
| 1Y | -16.0% | +42.4% | -58.4% | -26.4% |
| All | -16.0% | +52.1% | -68.1% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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