+6,112.4%
NKE vs VMC
+3,191.4%
+2,921.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.3% |
| 7D | -0.1% | -0.5% | +0.5% | +0.1% |
| 30D | -7.7% | -9.1% | +1.4% | -4.9% |
| 3M | -10.9% | -4.1% | -6.8% | -9.9% |
| 6M | -31.9% | -5.5% | -26.3% | -31.0% |
| YTD | -38.6% | -8.9% | -29.7% | -37.4% |
| 1Y | -46.9% | -12.9% | -34.0% | -45.2% |
| 3Y | -58.2% | +22.1% | -80.3% | -61.8% |
| 5Y | -74.0% | +52.7% | -126.7% | -78.0% |
| 10Y | -21.6% | +152.7% | -174.3% | -46.6% |
| All | +6,112.4% | +3,191.4% | +2,921.0% | +1,660.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling