+471.3%
NKE vs ITOT
+887.7%
-416.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.3% |
| 7D | -4.2% | -0.9% | -3.3% | -3.3% |
| 30D | -8.2% | -1.5% | -6.7% | -6.9% |
| 3M | -19.1% | +3.6% | -22.6% | -21.9% |
| 6M | -32.6% | +13.7% | -46.3% | -40.6% |
| YTD | -40.7% | +12.9% | -53.6% | -47.4% |
| 1Y | -48.9% | +17.2% | -66.0% | -56.2% |
| 3Y | -59.2% | +75.6% | -134.9% | -76.4% |
| 5Y | -75.3% | +75.5% | -150.8% | -85.5% |
| 10Y | -23.1% | +302.0% | -325.0% | -78.7% |
| All | +471.3% | +887.7% | -416.3% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling