-24.0%
NKE vs VO
+200.3%
-224.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.3% |
| 7D | -4.2% | -1.5% | -2.6% | -2.7% |
| 30D | -8.2% | -3.0% | -5.2% | -5.3% |
| 3M | -19.1% | +2.8% | -21.9% | -21.5% |
| 6M | -32.6% | +10.9% | -43.6% | -39.5% |
| YTD | -40.7% | +12.5% | -53.2% | -47.4% |
| 1Y | -48.9% | +12.0% | -60.8% | -54.4% |
| 3Y | -59.2% | +56.3% | -115.5% | -74.0% |
| 5Y | -75.3% | +42.9% | -118.3% | -82.7% |
| All | -24.0% | +200.3% | -224.3% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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