-24.0%
NKE vs VIAV
+419.4%
-443.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.1% |
| 7D | -4.2% | +11.2% | -15.3% | -6.0% |
| 30D | -8.2% | -10.1% | +1.9% | -7.1% |
| 3M | -19.1% | -22.9% | +3.8% | -17.0% |
| 6M | -32.6% | +28.8% | -61.4% | -40.4% |
| YTD | -40.7% | +117.5% | -158.2% | -55.4% |
| 1Y | -48.9% | +216.1% | -264.9% | -66.1% |
| 3Y | -59.2% | +292.2% | -351.4% | -75.7% |
| 5Y | -75.3% | +141.0% | -216.3% | -83.0% |
| All | -24.0% | +419.4% | -443.4% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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