+52.0%
V vs NKE
-59.3%
+111.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | 0.0% |
| 7D | -2.9% | -2.3% | -0.6% | -2.5% |
| 30D | +1.9% | -10.4% | +12.2% | +3.7% |
| 3M | +13.2% | -15.5% | +28.7% | +16.1% |
| 6M | +16.7% | -32.6% | +49.4% | +23.9% |
| YTD | +5.4% | -39.8% | +45.2% | +13.9% |
| 1Y | +7.7% | -47.6% | +55.2% | +18.7% |
| All | +52.0% | -59.3% | +111.3% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling