+2,486.9%
VRT vs NTNX
+34.2%
+2,452.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.4% |
| 7D | -8.4% | -3.1% | -5.2% | -7.6% |
| 30D | -10.9% | +2.0% | -12.8% | -11.4% |
| 3M | -13.7% | +34.0% | -47.6% | -20.7% |
| 6M | -4.1% | +72.4% | -76.5% | -19.2% |
| YTD | +58.7% | +27.5% | +31.2% | +44.4% |
| 1Y | +89.6% | -18.7% | +108.4% | +95.1% |
| 3Y | +558.1% | +80.8% | +477.4% | +448.0% |
| 5Y | +953.0% | +54.5% | +898.5% | +753.3% |
| All | +2,486.9% | +34.2% | +2,452.6% | +1,662.0% |
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 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