+64.4%
VZ vs NKE
-22.7%
+87.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -1.1% |
| 7D | -1.0% | -2.3% | +1.4% | -0.7% |
| 30D | +5.8% | -10.4% | +16.1% | +7.2% |
| 3M | +10.5% | -15.5% | +26.0% | +12.7% |
| 6M | +1.8% | -32.6% | +34.4% | +6.7% |
| YTD | +28.3% | -39.8% | +68.1% | +36.2% |
| 1Y | +22.0% | -47.6% | +69.5% | +31.6% |
| 3Y | +81.8% | -59.0% | +140.8% | +99.9% |
| 5Y | +25.3% | -74.9% | +100.3% | +48.2% |
| 10Y | +64.4% | -21.9% | +86.3% | +51.0% |
| All | +64.4% | -22.7% | +87.1% | +51.0% |
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