-12.5%
NKE vs VST
+1,139.0%
-1,151.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | -1.6% | +6.6% | -8.1% | -2.6% |
| 30D | +7.6% | -12.4% | +20.0% | +9.4% |
| 3M | -6.9% | -9.0% | +2.1% | -6.4% |
| 6M | -8.5% | -6.4% | -2.1% | -9.2% |
| YTD | -38.8% | -17.2% | -21.6% | -38.6% |
| 1Y | -40.6% | -22.0% | -18.5% | -39.8% |
| 3Y | -60.9% | +296.7% | -357.6% | -76.5% |
| 5Y | -75.4% | +637.6% | -713.0% | -87.9% |
| All | -12.5% | +1,139.0% | -1,151.5% | -60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling