-61.4%
NKE vs VCIT
+19.7%
-81.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.2% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | +12.3% | +1.9% | +10.4% | +9.0% |
| 3M | -7.1% | -1.4% | -5.7% | -5.0% |
| 6M | -10.3% | -2.1% | -8.2% | -7.2% |
| YTD | -37.8% | -1.6% | -36.2% | -36.1% |
| 1Y | -35.6% | -0.9% | -34.7% | -34.5% |
| 3Y | -61.4% | +20.0% | -81.4% | -68.8% |
| All | -61.4% | +19.7% | -81.1% | -68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling