+80.8%
NTNX vs VICR
+209.3%
-128.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | 0.0% |
| 7D | -3.1% | +5.0% | -8.1% | -3.5% |
| 30D | +2.0% | -12.5% | +14.4% | +2.6% |
| 3M | +34.0% | -33.6% | +67.6% | +36.4% |
| 6M | +72.4% | +10.7% | +61.7% | +63.0% |
| YTD | +27.5% | +80.6% | -53.0% | +11.6% |
| 1Y | -18.7% | +288.4% | -307.1% | -37.5% |
| 3Y | +80.8% | +213.8% | -133.0% | +37.3% |
| All | +80.8% | +209.3% | -128.5% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling