+240.9%
NKE vs VEA
+166.5%
+74.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.3% |
| 7D | -4.2% | -1.5% | -2.7% | -3.1% |
| 30D | -8.2% | -0.8% | -7.4% | -7.7% |
| 3M | -19.1% | +2.5% | -21.6% | -21.0% |
| 6M | -32.6% | +11.1% | -43.8% | -38.6% |
| YTD | -40.7% | +17.2% | -57.9% | -48.2% |
| 1Y | -48.9% | +24.5% | -73.4% | -57.4% |
| 3Y | -59.2% | +75.4% | -134.7% | -74.0% |
| 5Y | -75.3% | +61.1% | -136.4% | -83.0% |
| 10Y | -23.1% | +163.1% | -186.2% | -62.4% |
| All | +240.9% | +166.5% | +74.4% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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