+470.7%
NKE vs VTV
+712.6%
-242.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.2% |
| 7D | -4.2% | -1.1% | -3.1% | -3.2% |
| 30D | -8.2% | -1.0% | -7.2% | -7.3% |
| 3M | -19.1% | +4.6% | -23.7% | -22.5% |
| 6M | -32.6% | +13.5% | -46.1% | -40.1% |
| YTD | -40.7% | +18.5% | -59.2% | -49.3% |
| 1Y | -48.9% | +22.9% | -71.7% | -57.6% |
| 3Y | -59.2% | +67.8% | -127.1% | -74.4% |
| 5Y | -75.3% | +81.8% | -157.2% | -85.3% |
| 10Y | -23.1% | +233.0% | -256.1% | -72.8% |
| All | +470.7% | +712.6% | -242.0% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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