+203.8%
NKE vs VCIT
+96.4%
+107.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +12.3% | +1.9% | +10.4% | +11.4% |
| 3M | -7.1% | -1.4% | -5.7% | -6.5% |
| 6M | -10.3% | -2.1% | -8.2% | -9.4% |
| YTD | -37.8% | -1.6% | -36.2% | -37.3% |
| 1Y | -35.6% | -0.9% | -34.7% | -35.2% |
| 3Y | -61.4% | +20.0% | -81.4% | -63.6% |
| 5Y | -76.2% | +3.1% | -79.3% | -77.8% |
| 10Y | -10.7% | +28.7% | -39.4% | -8.5% |
| All | +203.8% | +96.4% | +107.4% | +324.5% |
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