-31.7%
NKE vs ITOT
+14.7%
-46.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +4.3% |
| 7D | +9.0% | -0.7% | +9.7% | +9.4% |
| 30D | +19.2% | -1.1% | +20.3% | +19.9% |
| 3M | -1.5% | -0.8% | -0.7% | -1.1% |
| 6M | -4.2% | +7.0% | -11.2% | -8.7% |
| YTD | -34.8% | +13.3% | -48.1% | -39.6% |
| 1Y | -31.7% | +14.8% | -46.5% | -36.8% |
| All | -31.7% | +14.7% | -46.4% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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