+76.8%
NTNX vs VIG
+241.6%
-164.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.6% |
| 7D | -3.9% | -2.2% | -1.7% | -0.9% |
| 30D | +1.7% | -3.2% | +4.9% | +6.4% |
| 3M | +31.7% | +3.0% | +28.7% | +26.4% |
| 6M | +69.4% | +8.1% | +61.2% | +51.6% |
| YTD | +26.6% | +9.1% | +17.5% | +12.1% |
| 1Y | -15.2% | +12.6% | -27.8% | -28.4% |
| 3Y | +80.9% | +55.4% | +25.5% | -1.9% |
| 5Y | +53.3% | +62.8% | -9.5% | -21.0% |
| All | +76.8% | +241.6% | -164.8% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling