-24.0%
NKE vs VTRS
-48.4%
+24.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -4.2% | -2.2% | -2.0% | -3.7% |
| 30D | -8.2% | +3.3% | -11.5% | -8.9% |
| 3M | -19.1% | +2.0% | -21.1% | -19.6% |
| 6M | -32.6% | +19.9% | -52.6% | -35.7% |
| YTD | -40.7% | +35.7% | -76.4% | -45.1% |
| 1Y | -48.9% | +68.1% | -117.0% | -54.9% |
| 3Y | -59.2% | +87.1% | -146.3% | -65.6% |
| 5Y | -75.3% | +47.6% | -123.0% | -78.6% |
| All | -24.0% | -48.4% | +24.3% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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