+6,112.4%
NKE vs VSH
+1,656.4%
+4,456.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.6% |
| 7D | -0.1% | +6.2% | -6.3% | -1.3% |
| 30D | -7.7% | -11.1% | +3.5% | -5.9% |
| 3M | -10.9% | -44.9% | +34.0% | -2.3% |
| 6M | -31.9% | +90.0% | -121.8% | -43.0% |
| YTD | -38.6% | +118.8% | -157.4% | -50.4% |
| 1Y | -46.9% | +109.0% | -155.9% | -57.0% |
| 3Y | -58.2% | +35.6% | -93.8% | -63.9% |
| 5Y | -74.0% | +66.7% | -140.7% | -78.6% |
| 10Y | -21.6% | +167.9% | -189.5% | -42.4% |
| All | +6,112.4% | +1,656.4% | +4,456.0% | +2,273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling