-99.0%
VXX vs NTNX
+88.3%
-187.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -3.9% |
| 7D | +2.0% | -3.1% | +5.1% | +0.3% |
| 30D | -7.1% | +2.0% | -9.1% | -5.8% |
| 3M | -28.6% | +34.0% | -62.6% | -16.0% |
| 6M | -44.0% | +72.4% | -116.4% | -23.2% |
| YTD | -31.7% | +27.5% | -59.3% | -19.7% |
| 1Y | -46.3% | -18.7% | -27.6% | -50.4% |
| 3Y | -78.3% | +80.8% | -159.0% | -61.8% |
| 5Y | -95.8% | +54.5% | -150.3% | -92.2% |
| All | -99.0% | +88.3% | -187.3% | -88.0% |
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