-47.4%
NKE vs VTI
+20.9%
-68.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.7% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -8.6% | 0.0% | -8.6% | -8.6% |
| 3M | -11.0% | +2.0% | -13.0% | -12.4% |
| 6M | -33.2% | +13.0% | -46.2% | -39.1% |
| YTD | -38.1% | +13.9% | -52.1% | -43.9% |
| 1Y | -47.4% | +20.0% | -67.4% | -56.1% |
| All | -47.4% | +20.9% | -68.2% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 1y: compounded portfolio wealth divided by compounded VTI 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…
1y analysis · Full analysis span regression · 6 months rolling