+651.5%
NKE vs VSAT
+1,423.4%
-771.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.9% | +5.0% | -1.2% |
| 7D | -2.3% | +3.5% | -5.8% | -2.8% |
| 30D | -10.4% | -14.7% | +4.3% | -8.9% |
| 3M | -15.5% | +13.2% | -28.6% | -17.8% |
| 6M | -32.6% | +57.4% | -90.0% | -37.5% |
| YTD | -39.8% | +110.0% | -149.8% | -46.5% |
| 1Y | -47.6% | +134.4% | -182.0% | -54.5% |
| 3Y | -59.0% | +203.5% | -262.5% | -68.5% |
| 5Y | -74.9% | +47.1% | -122.1% | -79.7% |
| 10Y | -21.9% | +0.4% | -22.3% | -36.3% |
| All | +651.5% | +1,423.4% | -771.8% | +327.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling