-38.0%
VG vs NTNX
+3.0%
-41.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.4% |
| 7D | -2.5% | +1.2% | -3.7% | -2.9% |
| 30D | +11.1% | +7.7% | +3.4% | +7.9% |
| 3M | +14.9% | +30.2% | -15.3% | +3.2% |
| 6M | +18.4% | +69.4% | -51.1% | -6.5% |
| YTD | +116.6% | +30.6% | +86.0% | +94.5% |
| 1Y | +9.4% | -10.0% | +19.4% | +26.1% |
| All | -38.0% | +3.0% | -41.1% | -32.3% |
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