+184.2%
VSH vs NTNX
+148.8%
+35.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.4% | +6.0% |
| 7D | +4.8% | -3.1% | +7.9% | +5.5% |
| 30D | -0.7% | +2.0% | -2.7% | -1.2% |
| 3M | -43.1% | +34.0% | -77.0% | -46.8% |
| 6M | +91.8% | +72.4% | +19.4% | +68.3% |
| YTD | +131.6% | +27.5% | +104.1% | +115.4% |
| 1Y | +118.1% | -18.7% | +136.8% | +123.3% |
| 3Y | +40.9% | +80.8% | -39.9% | +16.8% |
| 5Y | +75.8% | +54.5% | +21.3% | +43.8% |
| All | +184.2% | +148.8% | +35.4% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling