+123.4%
VRT vs NTNX
+0.3%
+123.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.3% |
| 7D | +9.1% | -1.6% | +10.7% | +8.9% |
| 30D | +0.9% | +11.6% | -10.7% | +2.4% |
| 3M | -13.4% | +23.8% | -37.2% | -10.1% |
| 6M | +11.7% | +68.8% | -57.1% | +19.2% |
| YTD | +73.2% | +31.7% | +41.6% | +85.1% |
| 1Y | +123.4% | -0.9% | +124.3% | +158.9% |
| All | +123.4% | +0.3% | +123.1% | +158.9% |
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 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