+167.7%
VSH vs NTNX
+146.9%
+20.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.5% |
| 7D | +3.1% | -3.9% | +7.0% | +3.9% |
| 30D | -5.7% | +1.7% | -7.4% | -6.1% |
| 3M | -42.5% | +31.7% | -74.2% | -46.1% |
| 6M | +82.7% | +69.4% | +13.3% | +60.9% |
| YTD | +118.2% | +26.6% | +91.7% | +103.3% |
| 1Y | +109.7% | -15.2% | +124.9% | +112.6% |
| 3Y | +35.3% | +80.9% | -45.6% | +12.1% |
| 5Y | +65.6% | +53.3% | +12.3% | +35.7% |
| All | +167.7% | +146.9% | +20.9% | +79.5% |
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