-57.4%
NKE vs VLTO
+26.2%
-83.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -0.1% | -1.6% | +1.5% | +0.7% |
| 30D | -7.7% | -2.9% | -4.8% | -6.4% |
| 3M | -10.9% | +12.7% | -23.6% | -15.7% |
| 6M | -31.9% | +1.6% | -33.4% | -32.5% |
| YTD | -38.6% | -4.0% | -34.6% | -37.7% |
| 1Y | -46.9% | -10.2% | -36.8% | -44.4% |
| All | -57.4% | +26.2% | -83.6% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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