+19.0%
VT vs NTNX
-14.1%
+33.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | -2.0% | -3.9% | +1.9% | -1.9% |
| 30D | -1.4% | +1.7% | -3.1% | -1.5% |
| 3M | +4.7% | +31.7% | -27.0% | +3.8% |
| 6M | +11.4% | +69.4% | -58.0% | +9.2% |
| YTD | +13.1% | +26.6% | -13.5% | +11.9% |
| 1Y | +19.0% | -15.2% | +34.2% | +21.4% |
| All | +19.0% | -14.1% | +33.2% | +21.4% |
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