+292.5%
ROIV vs NTNX
+131.2%
+161.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +16.9% | -3.1% | +20.0% | +17.5% |
| 30D | +12.9% | +2.0% | +10.9% | +12.4% |
| 3M | +37.3% | +34.0% | +3.3% | +30.4% |
| 6M | +38.0% | +72.4% | -34.4% | +24.0% |
| YTD | +88.1% | +27.5% | +60.6% | +78.0% |
| 1Y | +183.3% | -18.7% | +202.0% | +190.1% |
| 3Y | +254.6% | +80.8% | +173.9% | +199.0% |
| 5Y | +309.8% | +54.5% | +255.4% | +202.2% |
| All | +292.5% | +131.2% | +161.3% | +191.6% |
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