-46.9%
NKE vs VT
+21.4%
-68.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -0.1% | +1.0% | -1.1% | -0.6% |
| 30D | -7.7% | -0.2% | -7.4% | -7.6% |
| 3M | -10.9% | +4.5% | -15.5% | -13.6% |
| 6M | -31.9% | +14.1% | -45.9% | -37.9% |
| YTD | -38.6% | +14.8% | -53.4% | -44.3% |
| 1Y | -46.9% | +21.2% | -68.1% | -56.0% |
| All | -46.9% | +21.4% | -68.3% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling