+1,218.2%
BE vs NKE
-75.6%
+1,293.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.1% | -3.1% |
| 7D | +9.7% | -5.5% | +15.3% | +12.6% |
| 30D | +22.4% | -10.4% | +32.8% | +28.0% |
| 3M | +10.4% | -15.8% | +26.2% | +17.1% |
| 6M | +67.9% | -33.4% | +101.3% | +99.0% |
| YTD | +197.5% | -41.0% | +238.5% | +273.0% |
| 1Y | +310.6% | -49.1% | +359.6% | +448.7% |
| 3Y | +1,657.2% | -59.8% | +1,717.0% | +2,469.6% |
| 5Y | +1,218.2% | -75.5% | +1,293.6% | +2,760.5% |
| All | +1,218.2% | -75.6% | +1,293.7% | +2,760.5% |
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 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