+81.0%
NTNX vs VSXY
+37.5%
+43.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.5% |
| 7D | -3.1% | +0.1% | -3.3% | -3.2% |
| 30D | +2.0% | -18.7% | +20.6% | +3.9% |
| 3M | +34.0% | -4.0% | +37.9% | +34.0% |
| 6M | +72.4% | +67.5% | +4.9% | +59.5% |
| YTD | +27.5% | +39.7% | -12.1% | +20.2% |
| 1Y | -18.7% | +180.0% | -198.7% | -30.6% |
| 3Y | +80.8% | +337.3% | -256.5% | +35.1% |
| 5Y | +54.5% | +22.7% | +31.8% | +37.5% |
| All | +81.0% | +37.5% | +43.5% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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