-39.2%
NKE vs VST
-25.0%
-14.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.4% |
| 7D | -4.6% | +19.2% | -23.7% | -4.0% |
| 30D | +6.9% | -17.2% | +24.0% | +6.8% |
| 3M | -5.8% | -8.1% | +2.3% | -5.9% |
| 6M | -9.1% | -8.1% | -0.9% | -10.0% |
| YTD | -39.2% | -16.3% | -22.9% | -39.2% |
| 1Y | -39.2% | -24.1% | -15.1% | -39.1% |
| All | -39.2% | -25.0% | -14.3% | -39.1% |
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