+484.0%
V vs NKE
-14.2%
+498.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +0.9% | -1.6% | +2.5% | +1.4% |
| 30D | +9.0% | +7.6% | +1.4% | +6.1% |
| 3M | +16.7% | -6.9% | +23.6% | +19.3% |
| 6M | +33.4% | -8.5% | +41.9% | +36.6% |
| YTD | +22.4% | -38.8% | +61.1% | +43.1% |
| 1Y | +27.7% | -40.6% | +68.2% | +50.2% |
| 3Y | +78.0% | -60.9% | +138.9% | +134.4% |
| 5Y | +108.5% | -75.4% | +183.9% | +232.0% |
| All | +484.0% | -14.2% | +498.2% | +431.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 10y: compounded portfolio wealth divided by compounded NKE 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…
10y analysis · Full analysis span regression · 6 months rolling