-46.7%
NKE vs VG
-35.7%
-11.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.8% | -5.8% | -2.0% |
| 7D | -2.3% | +3.8% | -6.1% | -2.4% |
| 30D | -10.4% | +7.2% | -17.6% | -10.5% |
| 3M | -15.5% | +22.8% | -38.2% | -16.0% |
| 6M | -32.6% | +33.2% | -65.8% | -33.7% |
| YTD | -39.8% | +124.8% | -164.6% | -42.9% |
| 1Y | -47.6% | +15.8% | -63.4% | -47.9% |
| All | -46.7% | -35.7% | -11.0% | -47.2% |
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