-100.0%
VIVK vs NTNX
+0.3%
-100.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | 0.0% | -12.3% | -12.3% |
| 7D | -1.4% | -1.6% | +0.2% | -0.9% |
| 30D | -43.6% | +11.6% | -55.3% | -45.4% |
| 3M | -95.1% | +23.8% | -118.9% | -95.4% |
| 6M | -98.2% | +68.8% | -167.0% | -98.4% |
| YTD | -97.9% | +31.7% | -129.6% | -98.4% |
| 1Y | -100.0% | -0.9% | -99.1% | -100.0% |
| All | -100.0% | +0.3% | -100.3% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling