-75.4%
NKE vs VT
+53.4%
-128.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.7% |
| 7D | -0.2% | -2.3% | +2.1% | +2.4% |
| 30D | +12.3% | -5.0% | +17.3% | +18.6% |
| 3M | -7.1% | -4.9% | -2.3% | -2.1% |
| 6M | -10.3% | -1.5% | -8.8% | -9.6% |
| YTD | -37.8% | +8.5% | -46.3% | -44.3% |
| 1Y | -35.6% | +11.4% | -47.0% | -44.3% |
| 3Y | -61.4% | +70.1% | -131.5% | -80.6% |
| All | -75.4% | +53.4% | -128.8% | -86.4% |
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 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