-59.2%
NKE vs VTI
+75.8%
-135.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.2% |
| 7D | -4.2% | -0.9% | -3.3% | -3.4% |
| 30D | -8.2% | -1.4% | -6.7% | -7.0% |
| 3M | -19.1% | +3.6% | -22.7% | -21.7% |
| 6M | -32.6% | +13.6% | -46.2% | -40.1% |
| YTD | -40.7% | +12.9% | -53.6% | -47.0% |
| 1Y | -48.9% | +17.2% | -66.1% | -55.9% |
| 3Y | -59.2% | +75.7% | -134.9% | -76.2% |
| All | -59.2% | +75.8% | -135.0% | -76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling