-13.0%
NKE vs VT
+222.7%
-235.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -0.8% |
| 7D | -4.6% | +2.9% | -7.4% | -7.4% |
| 30D | +6.9% | -2.5% | +9.4% | +9.7% |
| 3M | -5.8% | -3.3% | -2.5% | -2.6% |
| 6M | -9.1% | +1.5% | -10.6% | -11.2% |
| YTD | -39.2% | +11.4% | -50.5% | -46.5% |
| 1Y | -39.2% | +11.9% | -51.2% | -47.0% |
| 3Y | -61.8% | +73.9% | -135.7% | -79.6% |
| 5Y | -75.5% | +57.9% | -133.4% | -85.4% |
| All | -13.0% | +222.7% | -235.7% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling