-95.7%
VXX vs NTNX
+54.0%
-149.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -3.9% |
| 7D | +2.0% | -3.1% | +5.1% | +0.6% |
| 30D | -7.1% | +2.0% | -9.1% | -6.0% |
| 3M | -28.6% | +34.0% | -62.6% | -17.8% |
| 6M | -44.0% | +72.4% | -116.4% | -26.2% |
| YTD | -31.7% | +27.5% | -59.3% | -21.5% |
| 1Y | -46.3% | -18.7% | -27.6% | -50.3% |
| 3Y | -78.3% | +80.8% | -159.0% | -65.6% |
| All | -95.7% | +54.0% | -149.7% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling