+194.0%
NKE vs VCLT
+102.9%
+91.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -10.4% | +0.1% | -10.5% | -10.4% |
| 3M | -15.5% | -2.9% | -12.6% | -14.9% |
| 6M | -32.6% | -4.0% | -28.7% | -32.0% |
| YTD | -39.8% | -2.2% | -37.6% | -39.5% |
| 1Y | -47.6% | -2.6% | -45.0% | -47.2% |
| 3Y | -59.0% | +12.3% | -71.3% | -59.6% |
| 5Y | -74.9% | -16.4% | -58.6% | -75.6% |
| 10Y | -21.9% | +18.1% | -40.0% | -16.9% |
| All | +194.0% | +102.9% | +91.1% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling