+57.6%
NTNX vs VIG
+63.0%
-5.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | -0.1% |
| 7D | -3.1% | -1.1% | -2.1% | -1.8% |
| 30D | +2.0% | -2.7% | +4.7% | +5.6% |
| 3M | +34.0% | +2.5% | +31.4% | +29.8% |
| 6M | +72.4% | +9.2% | +63.2% | +53.5% |
| YTD | +27.5% | +9.8% | +17.7% | +12.9% |
| 1Y | -18.7% | +12.4% | -31.1% | -30.5% |
| 3Y | +80.8% | +55.9% | +24.9% | +0.9% |
| All | +57.6% | +63.0% | -5.4% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling