+93.7%
NTNX vs VLTO
+24.3%
+69.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -3.1% | -2.3% | -0.8% | -2.0% |
| 30D | +2.0% | -2.7% | +4.6% | +3.3% |
| 3M | +34.0% | +14.0% | +19.9% | +25.0% |
| 6M | +72.4% | +3.3% | +69.1% | +68.9% |
| YTD | +27.5% | -5.4% | +32.9% | +30.6% |
| 1Y | -18.7% | -13.3% | -5.4% | -12.8% |
| All | +93.7% | +24.3% | +69.4% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling