-43.1%
NKE vs VG
-50.2%
+7.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.0% | +3.3% |
| 7D | +1.9% | -8.3% | +10.3% | +2.0% |
| 30D | +14.9% | -10.3% | +25.2% | +14.9% |
| 3M | -3.4% | -10.8% | +7.4% | -3.4% |
| 6M | -7.9% | +3.5% | -11.3% | -8.6% |
| YTD | -35.8% | +74.0% | -109.7% | -38.9% |
| 1Y | -32.6% | +48.9% | -81.5% | -35.3% |
| All | -43.1% | -50.2% | +7.2% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling