+80.9%
NTNX vs VT
+224.5%
-143.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | +0.1% |
| 7D | +0.1% | -0.1% | +0.3% | +0.3% |
| 30D | +3.8% | -0.7% | +4.5% | +4.9% |
| 3M | +31.9% | +4.0% | +27.9% | +24.2% |
| 6M | +68.5% | +12.3% | +56.2% | +40.5% |
| YTD | +29.5% | +14.0% | +15.5% | +5.3% |
| 1Y | -11.6% | +20.3% | -31.9% | -33.9% |
| 3Y | +85.1% | +75.4% | +9.7% | -20.0% |
| 5Y | +54.8% | +66.0% | -11.2% | -25.2% |
| All | +80.9% | +224.5% | -143.6% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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