-24.0%
NKE vs VRSK
+126.1%
-150.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.2% | -5.2% | +1.0% | -1.8% |
| 30D | -8.2% | -2.3% | -5.9% | -7.3% |
| 3M | -19.1% | -2.9% | -16.2% | -18.6% |
| 6M | -32.6% | -12.8% | -19.8% | -28.9% |
| YTD | -40.7% | -20.8% | -19.9% | -34.8% |
| 1Y | -48.9% | -33.2% | -15.6% | -38.7% |
| 3Y | -59.2% | -26.6% | -32.7% | -55.3% |
| 5Y | -75.3% | -11.3% | -64.0% | -76.3% |
| All | -24.0% | +126.1% | -150.1% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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