+89.6%
VRT vs NKE
-48.9%
+138.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.7% |
| 7D | -8.4% | -4.2% | -4.2% | -8.9% |
| 30D | -10.9% | -8.2% | -2.7% | -11.7% |
| 3M | -13.7% | -19.1% | +5.4% | -14.8% |
| 6M | -4.1% | -32.6% | +28.5% | -4.0% |
| YTD | +58.7% | -40.7% | +99.5% | +60.3% |
| 1Y | +89.6% | -48.9% | +138.5% | +117.1% |
| All | +89.6% | -48.9% | +138.5% | +117.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling