+750.3%
NVT vs NTNX
+21.4%
+728.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.9% | +4.5% |
| 7D | +4.1% | -3.1% | +7.2% | +4.8% |
| 30D | -5.1% | +2.0% | -7.1% | -5.6% |
| 3M | -1.2% | +34.0% | -35.1% | -7.7% |
| 6M | +46.6% | +72.4% | -25.8% | +28.2% |
| YTD | +60.0% | +27.5% | +32.5% | +48.6% |
| 1Y | +70.8% | -18.7% | +89.5% | +75.0% |
| 3Y | +187.5% | +80.8% | +106.8% | +140.7% |
| 5Y | +426.1% | +54.5% | +371.7% | +336.4% |
| All | +750.3% | +21.4% | +728.9% | +477.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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