+120.6%
VLO vs NTNX
-9.1%
+129.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.2% | -5.6% |
| 7D | -6.0% | -12.3% | +6.4% | -4.9% |
| 30D | -12.9% | -13.2% | +0.4% | -11.9% |
| 3M | +18.3% | +3.6% | +14.8% | +17.7% |
| 6M | +46.4% | +45.7% | +0.8% | +41.3% |
| YTD | +127.7% | +23.2% | +104.5% | +119.4% |
| 1Y | +120.6% | -9.1% | +129.7% | +118.2% |
| All | +120.6% | -9.1% | +129.7% | +118.2% |
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