-74.7%
NKE vs VUG
+77.1%
-151.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.2% |
| 7D | -4.2% | -0.5% | -3.7% | -3.8% |
| 30D | -8.2% | -1.0% | -7.2% | -7.5% |
| 3M | -19.1% | +3.5% | -22.6% | -21.5% |
| 6M | -32.6% | +14.2% | -46.8% | -39.6% |
| YTD | -40.7% | +8.5% | -49.2% | -44.8% |
| 1Y | -48.9% | +12.9% | -61.7% | -54.1% |
| 3Y | -59.2% | +85.6% | -144.9% | -76.6% |
| All | -74.7% | +77.1% | -151.9% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling