-45.2%
NKE vs VG
-39.3%
-5.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -2.0% | +1.7% | -3.7% | -2.0% |
| 30D | -8.6% | +16.0% | -24.6% | -8.8% |
| 3M | -11.0% | +9.7% | -20.8% | -11.3% |
| 6M | -33.2% | +29.6% | -62.8% | -34.4% |
| YTD | -38.1% | +112.0% | -150.2% | -41.3% |
| 1Y | -47.4% | +12.8% | -60.2% | -47.7% |
| All | -45.2% | -39.3% | -5.8% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling