-74.7%
NKE vs VTR
+87.5%
-162.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -8.2% | +1.1% | -9.3% | -8.5% |
| 3M | -19.1% | +7.9% | -27.0% | -21.1% |
| 6M | -32.6% | +6.2% | -38.8% | -34.1% |
| YTD | -40.7% | +17.7% | -58.4% | -43.9% |
| 1Y | -48.9% | +32.9% | -81.8% | -53.5% |
| 3Y | -59.2% | +129.7% | -188.9% | -70.3% |
| All | -74.7% | +87.5% | -162.3% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 5y: compounded portfolio wealth divided by compounded VTR 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…
5y analysis · Full analysis span regression · 6 months rolling