+237.1%
NKE vs VT
+346.0%
-108.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.7% |
| 7D | -0.2% | -2.3% | +2.1% | +1.9% |
| 30D | +12.3% | -5.0% | +17.3% | +17.3% |
| 3M | -7.1% | -4.9% | -2.3% | -3.2% |
| 6M | -10.3% | -1.5% | -8.8% | -9.6% |
| YTD | -37.8% | +8.5% | -46.3% | -42.6% |
| 1Y | -35.6% | +11.4% | -47.0% | -42.0% |
| 3Y | -61.4% | +70.1% | -131.5% | -76.0% |
| 5Y | -76.2% | +53.7% | -129.9% | -83.6% |
| 10Y | -10.7% | +220.0% | -230.6% | -65.4% |
| All | +237.1% | +346.0% | -108.9% | -5.2% |
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 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