-47.6%
NKE vs VST
-20.1%
-27.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -2.3% | +5.3% | -7.7% | -2.4% |
| 30D | -10.4% | +5.8% | -16.1% | -10.4% |
| 3M | -15.5% | +3.5% | -18.9% | -15.9% |
| 6M | -32.6% | -7.4% | -25.2% | -32.7% |
| YTD | -39.8% | -6.1% | -33.7% | -39.9% |
| 1Y | -47.6% | -21.6% | -26.0% | -47.0% |
| All | -47.6% | -20.1% | -27.5% | -47.0% |
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