+490.8%
NKE vs VO
+821.9%
-331.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | -0.1% | +0.6% | -0.7% | -0.6% |
| 30D | -7.7% | -1.1% | -6.6% | -6.8% |
| 3M | -10.9% | +4.5% | -15.5% | -14.4% |
| 6M | -31.9% | +11.1% | -42.9% | -38.0% |
| YTD | -38.6% | +13.5% | -52.2% | -45.1% |
| 1Y | -46.9% | +14.5% | -61.4% | -52.9% |
| 3Y | -58.2% | +58.1% | -116.3% | -71.9% |
| 5Y | -74.0% | +43.3% | -117.3% | -80.8% |
| 10Y | -21.6% | +193.2% | -214.7% | -67.7% |
| All | +490.8% | +821.9% | -331.1% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling