-11.2%
NKE vs VT
+217.6%
-228.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.5% |
| 7D | +0.5% | -0.1% | +0.6% | +0.6% |
| 30D | +11.4% | -3.1% | +14.5% | +15.0% |
| 3M | -7.2% | -3.5% | -3.7% | -3.8% |
| 6M | -10.7% | +0.5% | -11.1% | -11.7% |
| YTD | -37.7% | +10.8% | -48.5% | -44.9% |
| 1Y | -34.3% | +11.9% | -46.2% | -42.6% |
| 3Y | -60.9% | +73.0% | -133.9% | -79.0% |
| 5Y | -74.8% | +58.6% | -133.4% | -85.0% |
| 10Y | -11.2% | +219.2% | -230.4% | -73.2% |
| All | -11.2% | +217.6% | -228.9% | -73.2% |
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