-14.8%
NKE vs VST
+1,175.7%
-1,190.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.6% |
| 7D | -2.0% | +8.9% | -10.9% | -3.5% |
| 30D | -8.6% | +6.2% | -14.8% | -9.7% |
| 3M | -11.0% | -2.7% | -8.3% | -11.2% |
| 6M | -33.2% | -8.4% | -24.9% | -33.1% |
| YTD | -38.1% | -7.2% | -30.9% | -38.5% |
| 1Y | -47.4% | -20.9% | -26.5% | -46.4% |
| 3Y | -59.8% | +384.0% | -443.8% | -76.6% |
| 5Y | -74.2% | +757.1% | -831.3% | -87.6% |
| All | -14.8% | +1,175.7% | -1,190.5% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling