+134.8%
NKE vs VXUS
+179.6%
-44.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.4% |
| 7D | -2.0% | +1.0% | -3.0% | -2.8% |
| 30D | -8.6% | +2.2% | -10.8% | -10.3% |
| 3M | -11.0% | +3.0% | -14.0% | -13.6% |
| 6M | -33.2% | +10.7% | -43.9% | -39.4% |
| YTD | -38.1% | +17.8% | -56.0% | -46.8% |
| 1Y | -47.4% | +27.6% | -74.9% | -57.7% |
| 3Y | -59.8% | +73.3% | -133.1% | -75.1% |
| 5Y | -74.2% | +54.3% | -128.6% | -82.3% |
| 10Y | -23.5% | +149.8% | -173.3% | -63.0% |
| All | +134.8% | +179.6% | -44.8% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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