-48.9%
NKE vs VNQ
+7.2%
-56.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.1% |
| 7D | -4.2% | -1.3% | -2.9% | -3.2% |
| 30D | -8.2% | -2.6% | -5.6% | -6.2% |
| 3M | -19.1% | -2.0% | -17.1% | -17.7% |
| 6M | -32.6% | +4.3% | -37.0% | -35.3% |
| YTD | -40.7% | +9.2% | -49.9% | -45.8% |
| 1Y | -48.9% | +5.6% | -54.5% | -52.9% |
| All | -48.9% | +7.2% | -56.1% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 1y: compounded portfolio wealth divided by compounded VNQ 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…
1y analysis · Full analysis span regression · 6 months rolling