-44.8%
NKE vs VG
-49.4%
+4.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.0% |
| 7D | +0.5% | -7.7% | +8.2% | +0.5% |
| 30D | +11.4% | -8.8% | +20.2% | +11.4% |
| 3M | -7.2% | -15.6% | +8.4% | -7.1% |
| 6M | -10.7% | +5.2% | -15.9% | -11.4% |
| YTD | -37.7% | +76.9% | -114.6% | -40.8% |
| 1Y | -34.3% | +42.5% | -76.8% | -36.7% |
| All | -44.8% | -49.4% | +4.6% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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