+976.8%
VRT vs NKE
-75.1%
+1,051.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.0% | -7.6% | -8.9% |
| 7D | +2.4% | -2.3% | +4.7% | +3.3% |
| 30D | -2.7% | -10.4% | +7.7% | +0.9% |
| 3M | -9.2% | -15.5% | +6.3% | -4.5% |
| 6M | -0.5% | -32.6% | +32.1% | +13.5% |
| YTD | +62.3% | -39.8% | +102.2% | +93.5% |
| 1Y | +109.6% | -47.6% | +157.2% | +164.0% |
| 3Y | +573.1% | -59.0% | +632.1% | +776.1% |
| All | +976.8% | -75.1% | +1,051.9% | +1,839.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling