-11.5%
NKE vs VST
+1,046.2%
-1,057.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.3% | -4.0% | +2.1% |
| 7D | +1.9% | -0.5% | +2.5% | +1.5% |
| 30D | +14.9% | -17.1% | +32.0% | +17.8% |
| 3M | -3.4% | -4.6% | +1.2% | -3.7% |
| 6M | -7.9% | -9.1% | +1.2% | -8.1% |
| YTD | -35.8% | -16.6% | -19.1% | -35.6% |
| 1Y | -32.6% | -29.5% | -3.1% | -30.3% |
| 3Y | -60.0% | +297.5% | -357.6% | -75.8% |
| 5Y | -74.9% | +654.5% | -729.4% | -87.6% |
| 10Y | -9.8% | +1,205.2% | -1,215.0% | -59.9% |
| All | -11.5% | +1,046.2% | -1,057.7% | -60.8% |
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