+73.1%
VSH vs NTNX
+54.0%
+19.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.4% | +6.0% |
| 7D | +4.8% | -3.1% | +7.9% | +5.4% |
| 30D | -0.7% | +2.0% | -2.7% | -1.1% |
| 3M | -43.1% | +34.0% | -77.0% | -46.2% |
| 6M | +91.8% | +72.4% | +19.4% | +71.7% |
| YTD | +131.6% | +27.5% | +104.1% | +118.7% |
| 1Y | +118.1% | -18.7% | +136.8% | +125.6% |
| 3Y | +40.9% | +80.8% | -39.9% | +21.1% |
| All | +73.1% | +54.0% | +19.1% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling