-47.4%
NKE vs VIG
+16.9%
-64.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | -2.0% | -0.4% | -1.6% | -1.5% |
| 30D | -8.6% | -1.0% | -7.6% | -7.4% |
| 3M | -11.0% | +2.8% | -13.8% | -14.1% |
| 6M | -33.2% | +8.2% | -41.4% | -39.5% |
| YTD | -38.1% | +11.0% | -49.2% | -45.8% |
| 1Y | -47.4% | +16.1% | -63.5% | -58.4% |
| All | -47.4% | +16.9% | -64.2% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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