+204.4%
NKE vs VCIT
+96.1%
+108.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.7% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +11.4% | +1.1% | +10.3% | +10.9% |
| 3M | -7.2% | -1.4% | -5.8% | -6.6% |
| 6M | -10.7% | -2.3% | -8.3% | -9.6% |
| YTD | -37.7% | -1.8% | -35.9% | -37.1% |
| 1Y | -34.3% | -1.0% | -33.3% | -33.9% |
| 3Y | -60.9% | +19.3% | -80.2% | -63.0% |
| 5Y | -74.8% | +3.8% | -78.6% | -76.4% |
| 10Y | -11.2% | +30.6% | -41.8% | -8.0% |
| All | +204.4% | +96.1% | +108.4% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling