-75.3%
NKE vs VT
+57.0%
-132.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | -1.6% | +2.4% | -3.9% | -4.1% |
| 30D | +7.6% | -1.5% | +9.1% | +9.3% |
| 3M | -6.9% | -4.1% | -2.8% | -2.7% |
| 6M | -8.5% | +0.6% | -9.1% | -9.8% |
| YTD | -38.8% | +11.0% | -49.8% | -46.6% |
| 1Y | -40.6% | +13.3% | -53.9% | -49.5% |
| 3Y | -60.9% | +73.4% | -134.3% | -80.7% |
| All | -75.3% | +57.0% | -132.4% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling