-47.4%
NKE vs VUG
+15.8%
-63.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -8.6% | -0.3% | -8.3% | -8.5% |
| 3M | -11.0% | -0.7% | -10.3% | -10.9% |
| 6M | -33.2% | +14.6% | -47.9% | -36.6% |
| YTD | -38.1% | +9.0% | -47.2% | -40.6% |
| 1Y | -47.4% | +14.9% | -62.2% | -52.3% |
| All | -47.4% | +15.8% | -63.1% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling