-37.3%
NKE vs VG
+51.8%
-89.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -0.5% |
| 7D | -5.4% | +5.5% | -10.9% | -5.0% |
| 30D | +8.4% | -3.6% | +12.0% | +8.3% |
| 3M | -6.3% | -4.0% | -2.3% | -6.3% |
| 6M | -7.8% | +9.4% | -17.2% | -7.1% |
| YTD | -38.3% | +86.6% | -124.9% | -36.6% |
| 1Y | -37.3% | +69.5% | -106.8% | -34.6% |
| All | -37.3% | +51.8% | -89.1% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling