-24.0%
NKE vs VMC
+156.6%
-180.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -4.2% | -3.8% | -0.4% | -2.9% |
| 30D | -8.2% | -9.7% | +1.5% | -4.9% |
| 3M | -19.1% | -9.6% | -9.5% | -16.4% |
| 6M | -32.6% | -4.8% | -27.8% | -31.9% |
| YTD | -40.7% | -10.9% | -29.8% | -39.0% |
| 1Y | -48.9% | -15.6% | -33.3% | -46.5% |
| 3Y | -59.2% | +19.3% | -78.6% | -63.1% |
| 5Y | -75.3% | +48.0% | -123.4% | -79.5% |
| All | -24.0% | +156.6% | -180.6% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling