-31.7%
NKE vs VCLT
-3.2%
-28.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +4.0% |
| 7D | +9.0% | +0.4% | +8.6% | +8.5% |
| 30D | +19.2% | +3.9% | +15.3% | +14.4% |
| 3M | -1.5% | -1.9% | +0.5% | +0.2% |
| 6M | -4.2% | -2.6% | -1.6% | -1.8% |
| YTD | -34.8% | -3.1% | -31.7% | -32.7% |
| 1Y | -31.7% | -3.6% | -28.1% | -29.4% |
| All | -31.7% | -3.2% | -28.4% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling