+490.8%
NKE vs VUG
+1,246.8%
-755.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -0.1% | +0.9% | -0.9% | -0.8% |
| 30D | -7.7% | -1.4% | -6.2% | -6.5% |
| 3M | -10.9% | +2.3% | -13.3% | -13.1% |
| 6M | -31.9% | +15.7% | -47.5% | -40.5% |
| YTD | -38.6% | +8.6% | -47.2% | -43.5% |
| 1Y | -46.9% | +14.1% | -61.0% | -53.4% |
| 3Y | -58.2% | +87.9% | -146.1% | -77.1% |
| 5Y | -74.0% | +76.3% | -150.3% | -85.0% |
| 10Y | -21.6% | +409.7% | -431.2% | -83.3% |
| All | +490.8% | +1,246.8% | -755.9% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling