+55.6%
VFC vs NTNX
-9.1%
+64.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +6.0% | +4.5% |
| 7D | +21.5% | -12.3% | +33.8% | +22.6% |
| 30D | +46.7% | -13.2% | +59.9% | +48.1% |
| 3M | +38.4% | +3.6% | +34.8% | +37.2% |
| 6M | +15.2% | +45.7% | -30.4% | +10.8% |
| YTD | +17.8% | +23.2% | -5.4% | +14.0% |
| 1Y | +55.6% | -9.1% | +64.7% | +57.6% |
| All | +55.6% | -9.1% | +64.7% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling