+78.2%
NTNX vs VYM
+204.7%
-126.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | 0.0% |
| 7D | -3.1% | -0.8% | -2.3% | -2.2% |
| 30D | +2.0% | -2.2% | +4.2% | +4.8% |
| 3M | +34.0% | +3.1% | +30.9% | +29.3% |
| 6M | +72.4% | +9.7% | +62.7% | +53.7% |
| YTD | +27.5% | +14.9% | +12.6% | +7.4% |
| 1Y | -18.7% | +17.6% | -36.3% | -33.7% |
| 3Y | +80.8% | +65.3% | +15.4% | -3.2% |
| 5Y | +54.5% | +78.7% | -24.2% | -24.7% |
| All | +78.2% | +204.7% | -126.6% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling