+302.0%
ROIV vs NTNX
+134.8%
+167.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +22.3% | +0.1% | +22.2% | +22.3% |
| 30D | +16.9% | +3.8% | +13.0% | +16.0% |
| 3M | +43.9% | +31.9% | +12.0% | +37.0% |
| 6M | +41.6% | +68.5% | -26.9% | +27.8% |
| YTD | +92.7% | +29.5% | +63.2% | +81.8% |
| 1Y | +210.2% | -11.6% | +221.8% | +212.8% |
| 3Y | +231.8% | +85.1% | +146.7% | +178.5% |
| 5Y | +319.8% | +54.8% | +265.0% | +208.8% |
| All | +302.0% | +134.8% | +167.2% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling