+387.9%
NKE vs VIG
+614.0%
-226.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.4% |
| 7D | -2.3% | -1.2% | -1.2% | -1.0% |
| 30D | -10.4% | -2.8% | -7.5% | -7.4% |
| 3M | -15.5% | +2.5% | -17.9% | -17.7% |
| 6M | -32.6% | +8.1% | -40.7% | -38.2% |
| YTD | -39.8% | +9.6% | -49.4% | -45.6% |
| 1Y | -47.6% | +14.2% | -61.7% | -54.7% |
| 3Y | -59.0% | +56.1% | -115.1% | -74.8% |
| 5Y | -74.9% | +62.8% | -137.8% | -85.0% |
| 10Y | -21.9% | +248.2% | -270.1% | -78.9% |
| All | +387.9% | +614.0% | -226.1% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling