-21.9%
NKE vs VCIT
+29.2%
-51.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -10.4% | -0.5% | -9.8% | -9.9% |
| 3M | -15.5% | -0.9% | -14.5% | -14.7% |
| 6M | -32.6% | -1.9% | -30.7% | -31.4% |
| YTD | -39.8% | -1.0% | -38.9% | -39.2% |
| 1Y | -47.6% | +0.2% | -47.8% | -47.6% |
| 3Y | -59.0% | +19.0% | -78.0% | -64.0% |
| 5Y | -74.9% | +3.1% | -78.0% | -76.8% |
| 10Y | -21.9% | +29.8% | -51.7% | -25.4% |
| All | -21.9% | +29.2% | -51.1% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling