+30.8%
VNQ vs NTNX
+82.3%
-51.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.7% |
| 7D | -1.3% | -3.1% | +1.9% | -1.1% |
| 30D | -2.6% | +2.0% | -4.5% | -2.7% |
| 3M | -2.0% | +34.0% | -36.0% | -4.0% |
| 6M | +4.3% | +72.4% | -68.1% | +0.2% |
| YTD | +9.2% | +27.5% | -18.3% | +7.1% |
| 1Y | +5.6% | -18.7% | +24.3% | +7.3% |
| 3Y | +30.8% | +80.8% | -49.9% | +8.5% |
| All | +30.8% | +82.3% | -51.5% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling