+362.2%
VST vs NTNX
+85.1%
+277.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +5.8% | +3.8% | +1.9% | +4.4% |
| 3M | +3.5% | +31.9% | -28.4% | -5.5% |
| 6M | -7.4% | +68.5% | -75.9% | -23.4% |
| YTD | -6.1% | +29.5% | -35.6% | -14.8% |
| 1Y | -21.6% | -11.6% | -10.0% | -17.6% |
| All | +362.2% | +85.1% | +277.1% | +283.3% |
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