+1,208.7%
VST vs NTNX
+64.4%
+1,144.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -0.6% | -3.1% | +2.5% | -0.2% |
| 30D | +1.2% | +2.0% | -0.8% | +0.8% |
| 3M | +1.5% | +34.0% | -32.4% | -3.2% |
| 6M | -6.5% | +72.4% | -78.9% | -14.7% |
| YTD | -7.8% | +27.5% | -35.3% | -12.2% |
| 1Y | -26.9% | -18.7% | -8.2% | -25.7% |
| 3Y | +353.9% | +80.8% | +273.1% | +314.7% |
| 5Y | +782.7% | +54.5% | +728.2% | +695.5% |
| All | +1,208.7% | +64.4% | +1,144.3% | +905.0% |
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