+225.7%
VIK vs NTNX
+7.6%
+218.1%
-35.4%
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 | -0.9% | -3.1% | +2.2% | -0.3% |
| 30D | -18.4% | +2.0% | -20.4% | -18.8% |
| 3M | -8.8% | +34.0% | -42.7% | -14.4% |
| 6M | +17.1% | +72.4% | -55.2% | +2.7% |
| YTD | +19.0% | +27.5% | -8.5% | +12.1% |
| 1Y | +30.1% | -18.7% | +48.9% | +37.5% |
| All | +225.7% | +7.6% | +218.1% | +215.8% |
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 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