-100.0%
VIVK vs NTNX
-16.9%
-83.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.3% | -8.1% | -15.2% | -18.5% |
| 7D | -75.3% | -17.2% | -58.1% | -71.7% |
| 30D | -92.3% | -20.2% | -72.0% | -91.0% |
| 3M | -98.3% | -4.0% | -94.4% | -98.2% |
| 6M | -99.9% | +34.8% | -134.8% | -99.9% |
| YTD | -99.9% | +13.3% | -113.2% | -100.0% |
| 1Y | -100.0% | -16.0% | -84.0% | -100.0% |
| All | -100.0% | -16.9% | -83.1% | -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