+40.9%
VSH vs NTNX
+82.3%
-41.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.4% | +6.0% |
| 7D | +4.8% | -3.1% | +7.9% | +5.3% |
| 30D | -0.7% | +2.0% | -2.7% | -1.0% |
| 3M | -43.1% | +34.0% | -77.0% | -46.0% |
| 6M | +91.8% | +72.4% | +19.4% | +72.5% |
| YTD | +131.6% | +27.5% | +104.1% | +120.8% |
| 1Y | +118.1% | -18.7% | +136.8% | +131.6% |
| 3Y | +40.9% | +80.8% | -39.9% | +17.4% |
| All | +40.9% | +82.3% | -41.4% | +17.4% |
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