+235.4%
NKE vs VT
+374.2%
-138.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -2.0% | +0.4% | -2.4% | -2.4% |
| 30D | -8.6% | +1.0% | -9.6% | -9.4% |
| 3M | -11.0% | +2.4% | -13.4% | -13.1% |
| 6M | -33.2% | +12.0% | -45.2% | -40.0% |
| YTD | -38.1% | +15.3% | -53.5% | -45.8% |
| 1Y | -47.4% | +22.6% | -69.9% | -56.3% |
| 3Y | -59.8% | +74.7% | -134.4% | -75.5% |
| 5Y | -74.2% | +66.1% | -140.4% | -83.3% |
| 10Y | -23.5% | +225.0% | -248.5% | -70.9% |
| All | +235.4% | +374.2% | -138.8% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling