-56.8%
NKE vs VLTO
+56.3%
-113.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 7D | +0.5% | +1.6% | -1.1% | -0.2% |
| 30D | +11.4% | +22.0% | -10.5% | +1.7% |
| 3M | -7.2% | +21.9% | -29.1% | -15.3% |
| 6M | -10.7% | +36.5% | -47.2% | -22.6% |
| YTD | -37.7% | +19.0% | -56.7% | -42.7% |
| 1Y | -34.3% | +21.0% | -55.3% | -40.2% |
| 3Y | -60.9% | +69.9% | -130.8% | -68.0% |
| All | -56.8% | +56.3% | -113.1% | -63.7% |
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