-74.7%
NKE vs VCLT
-17.2%
-57.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -4.2% | -1.4% | -2.8% | -3.2% |
| 30D | -8.2% | -1.2% | -7.0% | -7.3% |
| 3M | -19.1% | -4.8% | -14.3% | -16.1% |
| 6M | -32.6% | -2.6% | -30.1% | -31.2% |
| YTD | -40.7% | -3.3% | -37.4% | -39.1% |
| 1Y | -48.9% | -4.8% | -44.0% | -46.9% |
| 3Y | -59.2% | +11.5% | -70.8% | -61.9% |
| All | -74.7% | -17.2% | -57.5% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling