-59.2%
NKE vs VSAT
+207.8%
-267.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.2% | -1.3% | -2.8% | -4.1% |
| 30D | -8.2% | -14.8% | +6.6% | -7.4% |
| 3M | -19.1% | +2.2% | -21.3% | -19.8% |
| 6M | -32.6% | +60.2% | -92.8% | -35.4% |
| YTD | -40.7% | +115.6% | -156.4% | -44.5% |
| 1Y | -48.9% | +132.9% | -181.7% | -52.6% |
| 3Y | -59.2% | +216.1% | -275.3% | -64.7% |
| All | -59.2% | +207.8% | -267.1% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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