-74.7%
NKE vs ITOT
+74.3%
-149.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.4% |
| 7D | -4.2% | -0.9% | -3.3% | -3.2% |
| 30D | -8.2% | -1.5% | -6.7% | -6.7% |
| 3M | -19.1% | +3.6% | -22.6% | -22.2% |
| 6M | -32.6% | +13.7% | -46.3% | -41.6% |
| YTD | -40.7% | +12.9% | -53.6% | -48.2% |
| 1Y | -48.9% | +17.2% | -66.0% | -57.2% |
| 3Y | -59.2% | +75.6% | -134.9% | -78.8% |
| All | -74.7% | +74.3% | -149.0% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling