-16.7%
NKE vs VTEB
+25.5%
-42.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.2% |
| 7D | -4.2% | -0.9% | -3.2% | -3.4% |
| 30D | -8.2% | -2.5% | -5.7% | -6.1% |
| 3M | -19.1% | -3.0% | -16.1% | -16.9% |
| 6M | -32.6% | -2.1% | -30.5% | -31.3% |
| YTD | -40.7% | -1.5% | -39.2% | -39.9% |
| 1Y | -48.9% | +0.2% | -49.0% | -48.8% |
| 3Y | -59.2% | +8.6% | -67.8% | -61.7% |
| 5Y | -75.3% | +1.2% | -76.5% | -75.9% |
| 10Y | -23.1% | +18.1% | -41.1% | -16.5% |
| All | -16.7% | +25.5% | -42.2% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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