+776.7%
VGT vs NTNX
+148.8%
+628.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -0.2% | -3.1% | +3.0% | +0.5% |
| 30D | -0.4% | +2.0% | -2.4% | -0.9% |
| 3M | +4.4% | +34.0% | -29.5% | -2.1% |
| 6M | +32.1% | +72.4% | -40.3% | +16.6% |
| YTD | +28.8% | +27.5% | +1.3% | +20.7% |
| 1Y | +35.3% | -18.7% | +54.1% | +38.6% |
| 3Y | +124.8% | +80.8% | +44.0% | +90.2% |
| 5Y | +137.9% | +54.5% | +83.4% | +98.6% |
| All | +776.7% | +148.8% | +628.0% | +525.9% |
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