+879.7%
NKE vs VTI
+946.7%
-67.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.4% |
| 7D | -5.5% | -2.0% | -3.5% | -3.7% |
| 30D | -10.4% | -1.9% | -8.5% | -8.8% |
| 3M | -15.8% | +4.5% | -20.4% | -19.3% |
| 6M | -33.4% | +12.6% | -46.0% | -40.6% |
| YTD | -41.0% | +12.0% | -53.0% | -47.1% |
| 1Y | -49.1% | +17.3% | -66.4% | -56.3% |
| 3Y | -59.8% | +75.3% | -135.1% | -76.3% |
| 5Y | -75.5% | +74.0% | -149.5% | -85.2% |
| 10Y | -23.5% | +300.0% | -323.5% | -77.9% |
| All | +879.7% | +946.7% | -67.0% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling