-58.2%
NKE vs VCIT
+18.9%
-77.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -0.1% | +0.1% | -0.1% | -0.2% |
| 30D | -7.7% | -0.8% | -6.9% | -6.7% |
| 3M | -10.9% | -0.5% | -10.4% | -10.2% |
| 6M | -31.9% | -1.4% | -30.5% | -30.5% |
| YTD | -38.6% | -0.8% | -37.8% | -37.9% |
| 1Y | -46.9% | +0.3% | -47.2% | -47.0% |
| 3Y | -58.2% | +19.2% | -77.4% | -62.6% |
| All | -58.2% | +18.9% | -77.1% | -62.6% |
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