-59.0%
NKE vs VST
+372.0%
-430.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.3% |
| 7D | -2.0% | +8.9% | -10.9% | -2.7% |
| 30D | -8.6% | +6.2% | -14.8% | -9.1% |
| 3M | -11.0% | -2.7% | -8.3% | -11.1% |
| 6M | -33.2% | -8.4% | -24.9% | -33.1% |
| YTD | -38.1% | -7.2% | -30.9% | -38.3% |
| 1Y | -47.4% | -20.9% | -26.5% | -46.8% |
| All | -59.0% | +372.0% | -430.9% | -63.2% |
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 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