-67.9%
VFC vs NTNX
+146.9%
-214.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.2% |
| 7D | -3.3% | -3.9% | +0.6% | -2.6% |
| 30D | -14.0% | +1.7% | -15.7% | -14.3% |
| 3M | -22.6% | +31.7% | -54.3% | -26.2% |
| 6M | -24.7% | +69.4% | -94.1% | -31.7% |
| YTD | -29.0% | +26.6% | -55.5% | -32.5% |
| 1Y | -13.8% | -15.2% | +1.4% | -12.7% |
| 3Y | -28.2% | +80.9% | -109.2% | -36.4% |
| 5Y | -79.0% | +53.3% | -132.3% | -81.6% |
| All | -67.9% | +146.9% | -214.8% | -75.0% |
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 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