+598.1%
NKE vs VTR
+1,502.8%
-904.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.2% |
| 7D | -5.5% | -1.8% | -3.7% | -5.2% |
| 30D | -10.4% | +4.0% | -14.4% | -11.2% |
| 3M | -15.8% | +7.8% | -23.7% | -17.4% |
| 6M | -33.4% | +6.4% | -39.8% | -34.6% |
| YTD | -41.0% | +18.3% | -59.3% | -43.4% |
| 1Y | -49.1% | +33.9% | -83.0% | -52.5% |
| 3Y | -59.8% | +134.3% | -194.1% | -67.1% |
| 5Y | -75.5% | +90.3% | -165.7% | -79.2% |
| 10Y | -23.5% | +100.1% | -123.6% | -40.4% |
| All | +598.1% | +1,502.8% | -904.7% | +268.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling