-59.2%
NKE vs VO
+55.8%
-115.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.4% |
| 3M | -19.1% | +2.8% | -21.9% | -21.4% |
| 6M | -32.6% | +10.9% | -43.6% | -39.4% |
| YTD | -40.7% | +12.5% | -53.2% | -47.3% |
| 1Y | -48.9% | +12.0% | -60.8% | -54.4% |
| 3Y | -59.2% | +56.3% | -115.5% | -73.2% |
| All | -59.2% | +55.8% | -115.1% | -73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling