-33.5%
VG vs NTNX
+0.6%
-34.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.7% |
| 7D | +9.6% | -3.1% | +12.7% | +10.7% |
| 30D | +15.2% | +2.0% | +13.2% | +14.0% |
| 3M | +24.1% | +34.0% | -9.9% | +10.1% |
| 6M | +27.2% | +72.4% | -45.2% | -0.9% |
| YTD | +132.3% | +27.5% | +104.8% | +110.2% |
| 1Y | +15.7% | -18.7% | +34.4% | +43.6% |
| All | -33.5% | +0.6% | -34.2% | -26.8% |
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