+966.8%
VLO vs NTNX
+146.9%
+819.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | +4.0% | -3.9% | +7.9% | +4.6% |
| 30D | +19.0% | +1.7% | +17.3% | +18.6% |
| 3M | +50.0% | +31.7% | +18.2% | +43.7% |
| 6M | +79.1% | +69.4% | +9.8% | +64.6% |
| YTD | +140.3% | +26.6% | +113.7% | +129.6% |
| 1Y | +148.3% | -15.2% | +163.5% | +150.9% |
| 3Y | +194.6% | +80.9% | +113.7% | +159.2% |
| 5Y | +609.6% | +53.3% | +556.3% | +522.3% |
| All | +966.8% | +146.9% | +819.9% | +713.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling