-66.5%
VFC vs NTNX
+148.8%
-215.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.2% |
| 7D | -1.4% | -3.1% | +1.7% | -0.8% |
| 30D | -9.0% | +2.0% | -10.9% | -9.3% |
| 3M | -24.2% | +34.0% | -58.1% | -27.9% |
| 6M | -18.5% | +72.4% | -90.9% | -26.2% |
| YTD | -25.9% | +27.5% | -53.4% | -29.6% |
| 1Y | -13.0% | -18.7% | +5.8% | -11.2% |
| 3Y | -20.3% | +80.8% | -101.1% | -29.4% |
| 5Y | -78.1% | +54.5% | -132.6% | -80.8% |
| All | -66.5% | +148.8% | -215.3% | -74.0% |
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