-18.7%
NTNX vs VICR
+293.8%
-312.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | +1.1% |
| 7D | -3.1% | +5.0% | -8.1% | -3.0% |
| 30D | +2.0% | -12.5% | +14.4% | +1.5% |
| 3M | +34.0% | -33.6% | +67.6% | +32.7% |
| 6M | +72.4% | +10.7% | +61.7% | +68.7% |
| YTD | +27.5% | +80.6% | -53.0% | +21.9% |
| 1Y | -18.7% | +288.4% | -307.1% | -24.2% |
| All | -18.7% | +293.8% | -312.5% | -24.2% |
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