-59.4%
NKE vs VUG
+84.5%
-143.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.7% |
| 7D | -5.5% | -1.9% | -3.7% | -4.5% |
| 30D | -10.4% | -1.6% | -8.9% | -9.6% |
| 3M | -15.8% | +4.4% | -20.2% | -18.0% |
| 6M | -33.4% | +13.2% | -46.6% | -38.3% |
| YTD | -41.0% | +7.5% | -48.5% | -43.7% |
| 1Y | -49.1% | +12.5% | -61.5% | -52.9% |
| All | -59.4% | +84.5% | -143.9% | -73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling