-24.0%
NKE vs VTI
+305.0%
-329.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.3% |
| 7D | -4.2% | -0.9% | -3.3% | -3.3% |
| 30D | -8.2% | -1.4% | -6.7% | -6.8% |
| 3M | -19.1% | +3.6% | -22.7% | -22.1% |
| 6M | -32.6% | +13.6% | -46.2% | -41.1% |
| YTD | -40.7% | +12.9% | -53.6% | -47.8% |
| 1Y | -48.9% | +17.2% | -66.1% | -56.8% |
| 3Y | -59.2% | +75.7% | -134.9% | -77.5% |
| 5Y | -75.3% | +75.4% | -150.8% | -86.3% |
| All | -24.0% | +305.0% | -329.1% | -80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling