-20.9%
VST vs NTNX
+0.3%
-21.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +8.9% | -1.6% | +10.5% | +8.8% |
| 30D | +6.2% | +11.6% | -5.4% | +7.0% |
| 3M | -2.7% | +23.8% | -26.5% | -1.1% |
| 6M | -8.4% | +68.8% | -77.2% | -6.6% |
| YTD | -7.2% | +31.7% | -38.9% | -6.9% |
| 1Y | -20.9% | -0.9% | -20.0% | -18.4% |
| All | -20.9% | +0.3% | -21.2% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling