-75.0%
NKE vs VSXY
+33.4%
-108.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.4% |
| 7D | -5.5% | -0.3% | -5.2% | -5.5% |
| 30D | -10.4% | -22.1% | +11.6% | -6.8% |
| 3M | -15.8% | -1.1% | -14.7% | -16.3% |
| 6M | -33.4% | +53.8% | -87.2% | -40.7% |
| YTD | -41.0% | +35.5% | -76.5% | -46.5% |
| 1Y | -49.1% | +186.0% | -235.1% | -61.0% |
| 3Y | -59.8% | +343.2% | -403.0% | -74.5% |
| 5Y | -75.5% | +19.0% | -94.5% | -80.5% |
| All | -75.0% | +33.4% | -108.5% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling