-24.0%
NKE vs VFC
-69.1%
+45.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -1.1% |
| 7D | -4.2% | -1.4% | -2.8% | -3.7% |
| 30D | -8.2% | -9.0% | +0.8% | -5.0% |
| 3M | -19.1% | -24.2% | +5.1% | -11.5% |
| 6M | -32.6% | -18.5% | -14.1% | -28.7% |
| YTD | -40.7% | -25.9% | -14.8% | -35.3% |
| 1Y | -48.9% | -13.0% | -35.9% | -48.1% |
| 3Y | -59.2% | -20.3% | -38.9% | -63.4% |
| 5Y | -75.3% | -78.1% | +2.7% | -59.5% |
| All | -24.0% | -69.1% | +45.1% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling