-34.8%
VG vs NTNX
-0.1%
-34.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +2.2% |
| 7D | +7.0% | -3.9% | +11.0% | +8.5% |
| 30D | +17.2% | +1.7% | +15.5% | +16.1% |
| 3M | +16.8% | +31.7% | -14.9% | +4.2% |
| 6M | +36.3% | +69.4% | -33.0% | +7.1% |
| YTD | +127.9% | +26.6% | +101.3% | +106.8% |
| 1Y | +11.7% | -15.2% | +26.9% | +33.2% |
| All | -34.8% | -0.1% | -34.7% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling