+588.7%
VLO vs NTNX
+54.0%
+534.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +5.3% | -3.1% | +8.5% | +5.6% |
| 30D | +18.2% | +2.0% | +16.3% | +18.0% |
| 3M | +53.3% | +34.0% | +19.4% | +49.7% |
| 6M | +70.4% | +72.4% | -1.9% | +63.0% |
| YTD | +143.4% | +27.5% | +115.9% | +137.5% |
| 1Y | +153.0% | -18.7% | +171.7% | +154.9% |
| 3Y | +195.0% | +80.8% | +114.2% | +185.8% |
| All | +588.7% | +54.0% | +534.7% | +649.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling