+57.6%
NTNX vs VYM
+77.5%
-19.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.1% |
| 7D | -3.1% | -0.8% | -2.3% | -2.3% |
| 30D | +2.0% | -2.2% | +4.2% | +4.4% |
| 3M | +34.0% | +3.1% | +30.9% | +29.8% |
| 6M | +72.4% | +9.7% | +62.7% | +55.8% |
| YTD | +27.5% | +14.9% | +12.6% | +9.6% |
| 1Y | -18.7% | +17.6% | -36.3% | -32.2% |
| 3Y | +80.8% | +65.3% | +15.4% | +3.0% |
| All | +57.6% | +77.5% | -19.9% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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