-74.7%
NKE vs VIG
+63.0%
-137.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.5% |
| 7D | -4.2% | -1.1% | -3.1% | -2.8% |
| 30D | -8.2% | -2.7% | -5.4% | -4.6% |
| 3M | -19.1% | +2.5% | -21.6% | -21.7% |
| 6M | -32.6% | +9.2% | -41.9% | -40.2% |
| YTD | -40.7% | +9.8% | -50.5% | -47.7% |
| 1Y | -48.9% | +12.4% | -61.2% | -56.2% |
| 3Y | -59.2% | +55.9% | -115.1% | -77.8% |
| All | -74.7% | +63.0% | -137.7% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling