-60.9%
NKE vs VST
+295.7%
-356.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -1.6% | +6.6% | -8.1% | -2.0% |
| 30D | +7.6% | -12.4% | +20.0% | +8.4% |
| 3M | -6.9% | -9.0% | +2.1% | -6.7% |
| 6M | -8.5% | -6.4% | -2.1% | -8.9% |
| YTD | -38.8% | -17.2% | -21.6% | -38.7% |
| 1Y | -40.6% | -22.0% | -18.5% | -40.1% |
| 3Y | -60.9% | +296.7% | -357.6% | -64.1% |
| All | -60.9% | +295.7% | -356.7% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling