+220.1%
VT vs NTNX
+146.9%
+73.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | -2.0% | -3.9% | +1.9% | -1.5% |
| 30D | -1.4% | +1.7% | -3.1% | -1.7% |
| 3M | +4.7% | +31.7% | -27.0% | +0.8% |
| 6M | +11.4% | +69.4% | -58.0% | +3.2% |
| YTD | +13.1% | +26.6% | -13.5% | +8.6% |
| 1Y | +19.0% | -15.2% | +34.2% | +20.1% |
| 3Y | +73.9% | +80.9% | -7.0% | +55.1% |
| 5Y | +65.4% | +53.3% | +12.1% | +45.7% |
| All | +220.1% | +146.9% | +73.2% | +149.9% |
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