+1.2%
VWO vs NTNX
-16.9%
+18.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.1% | +4.5% | -3.3% |
| 7D | -4.2% | -17.2% | +13.0% | -3.6% |
| 30D | -10.5% | -20.2% | +9.7% | -10.0% |
| 3M | -9.4% | -4.0% | -5.5% | -9.1% |
| 6M | -8.3% | +34.8% | -43.2% | -8.3% |
| YTD | +1.2% | +13.3% | -12.1% | +1.6% |
| 1Y | +1.2% | -16.0% | +17.2% | +2.1% |
| All | +1.2% | -16.9% | +18.1% | +2.1% |
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