+1,238.2%
VST vs NTNX
+68.3%
+1,169.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.7% |
| 7D | +9.9% | +1.2% | +8.7% | +9.7% |
| 30D | +7.9% | +7.7% | +0.2% | +6.6% |
| 3M | +3.4% | +30.2% | -26.7% | -0.9% |
| 6M | -4.1% | +69.4% | -73.5% | -12.3% |
| YTD | -5.7% | +30.6% | -36.3% | -10.5% |
| 1Y | -18.9% | -10.0% | -8.9% | -18.9% |
| 3Y | +359.1% | +86.6% | +272.4% | +317.6% |
| 5Y | +766.9% | +57.1% | +709.8% | +679.1% |
| All | +1,238.2% | +68.3% | +1,169.9% | +924.0% |
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 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