-48.9%
NKE vs VG
+15.2%
-64.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.6% |
| 7D | -4.2% | +9.6% | -13.7% | -3.9% |
| 30D | -8.2% | +15.2% | -23.4% | -7.8% |
| 3M | -19.1% | +24.1% | -43.2% | -18.5% |
| 6M | -32.6% | +27.2% | -59.8% | -32.2% |
| YTD | -40.7% | +132.3% | -173.0% | -42.2% |
| 1Y | -48.9% | +15.7% | -64.5% | -45.0% |
| All | -48.9% | +15.2% | -64.0% | -45.0% |
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