+27.1%
VCIT vs NTNX
+127.8%
-100.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -1.4% | +3.4% | -4.9% | -1.5% |
| 30D | +0.6% | -13.6% | +14.1% | +0.7% |
| 3M | -2.2% | -11.1% | +8.9% | -2.1% |
| 6M | -2.3% | +35.7% | -38.0% | -2.7% |
| YTD | -2.2% | +16.8% | -19.0% | -2.5% |
| 1Y | -1.4% | -9.1% | +7.8% | -1.4% |
| 3Y | +18.7% | +55.8% | -37.0% | +17.6% |
| 5Y | +3.6% | +73.4% | -69.8% | +2.0% |
| 10Y | +30.4% | +113.6% | -83.2% | +27.3% |
| All | +27.1% | +127.8% | -100.8% | +24.3% |
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