-74.7%
NKE vs VSXY
+22.6%
-97.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.1% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -8.2% | -18.7% | +10.5% | -5.1% |
| 3M | -19.1% | -4.0% | -15.1% | -19.1% |
| 6M | -32.6% | +67.5% | -100.1% | -41.5% |
| YTD | -40.7% | +39.7% | -80.4% | -46.8% |
| 1Y | -48.9% | +180.0% | -228.8% | -61.3% |
| 3Y | -59.2% | +337.3% | -396.5% | -75.0% |
| All | -74.7% | +22.6% | -97.4% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling