+6,112.4%
NKE vs VFC
+827.5%
+5,284.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | 0.0% |
| 7D | -0.1% | +0.8% | -0.9% | -0.4% |
| 30D | -7.7% | -11.9% | +4.3% | -2.9% |
| 3M | -10.9% | -20.2% | +9.2% | -3.9% |
| 6M | -31.9% | -23.0% | -8.9% | -25.9% |
| YTD | -38.6% | -26.2% | -12.4% | -32.4% |
| 1Y | -46.9% | -13.3% | -33.6% | -46.0% |
| 3Y | -58.2% | -25.5% | -32.7% | -61.6% |
| 5Y | -74.0% | -78.1% | +4.1% | -60.2% |
| 10Y | -21.6% | -68.8% | +47.2% | -3.2% |
| All | +6,112.4% | +827.5% | +5,284.9% | +1,875.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling