+980.6%
VLO vs NTNX
+148.8%
+831.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +5.3% | -3.1% | +8.5% | +5.8% |
| 30D | +18.2% | +2.0% | +16.3% | +17.8% |
| 3M | +53.3% | +34.0% | +19.4% | +46.5% |
| 6M | +70.4% | +72.4% | -1.9% | +56.2% |
| YTD | +143.4% | +27.5% | +115.9% | +132.4% |
| 1Y | +153.0% | -18.7% | +171.7% | +157.3% |
| 3Y | +195.0% | +80.8% | +114.2% | +159.5% |
| 5Y | +618.8% | +54.5% | +564.3% | +529.6% |
| All | +980.6% | +148.8% | +831.8% | +723.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling