-24.0%
NKE vs VSH
+196.4%
-220.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | -1.2% |
| 7D | -4.2% | +4.8% | -8.9% | -5.5% |
| 30D | -8.2% | -0.7% | -7.5% | -8.5% |
| 3M | -19.1% | -43.1% | +24.0% | -7.8% |
| 6M | -32.6% | +91.8% | -124.4% | -50.9% |
| YTD | -40.7% | +131.6% | -172.3% | -60.1% |
| 1Y | -48.9% | +118.1% | -166.9% | -65.2% |
| 3Y | -59.2% | +40.9% | -100.1% | -69.1% |
| 5Y | -75.3% | +75.8% | -151.1% | -83.2% |
| All | -24.0% | +196.4% | -220.4% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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