-59.2%
NKE vs VEU
+73.8%
-133.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | -0.2% |
| 7D | -4.2% | -1.4% | -2.7% | -3.2% |
| 30D | -8.2% | -0.4% | -7.8% | -8.0% |
| 3M | -19.1% | +2.5% | -21.6% | -20.8% |
| 6M | -32.6% | +11.1% | -43.8% | -38.5% |
| YTD | -40.7% | +16.5% | -57.2% | -48.3% |
| 1Y | -48.9% | +22.9% | -71.8% | -57.5% |
| 3Y | -59.2% | +73.4% | -132.7% | -75.2% |
| All | -59.2% | +73.8% | -133.0% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 3y: compounded portfolio wealth divided by compounded VEU 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…
3y analysis · Full analysis span regression · 6 months rolling