-47.4%
NKE vs VST
-20.6%
-26.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.0% |
| 7D | -2.0% | +8.9% | -10.9% | -2.1% |
| 30D | -8.6% | +6.2% | -14.8% | -8.7% |
| 3M | -11.0% | -2.7% | -8.3% | -11.3% |
| 6M | -33.2% | -8.4% | -24.9% | -33.3% |
| YTD | -38.1% | -7.2% | -30.9% | -38.2% |
| 1Y | -47.4% | -20.9% | -26.5% | -46.8% |
| All | -47.4% | -20.6% | -26.8% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling