+391.9%
BAC vs NKE
-23.0%
+414.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.5% |
| 7D | -0.3% | -5.5% | +5.3% | +1.8% |
| 30D | -1.8% | -10.4% | +8.7% | +2.1% |
| 3M | +15.3% | -15.8% | +31.1% | +22.0% |
| 6M | +30.2% | -33.4% | +63.6% | +48.9% |
| YTD | +15.6% | -41.0% | +56.6% | +38.3% |
| 1Y | +27.5% | -49.1% | +76.5% | +59.9% |
| 3Y | +137.0% | -59.8% | +196.8% | +209.3% |
| 5Y | +75.6% | -75.5% | +151.0% | +184.5% |
| All | +391.9% | -23.0% | +414.9% | +365.3% |
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