-21.9%
NKE vs BA
+70.0%
-92.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.4% |
| 7D | -2.3% | -1.2% | -1.2% | -2.0% |
| 30D | -10.4% | -11.3% | +1.0% | -7.2% |
| 3M | -15.5% | -3.8% | -11.7% | -14.8% |
| 6M | -32.6% | -8.3% | -24.4% | -31.5% |
| YTD | -39.8% | -4.9% | -34.9% | -39.6% |
| 1Y | -47.6% | -10.1% | -37.5% | -46.8% |
| 3Y | -59.0% | -2.3% | -56.7% | -60.4% |
| 5Y | -74.9% | -3.5% | -71.4% | -76.4% |
| 10Y | -21.9% | +74.6% | -96.5% | -39.6% |
| All | -21.9% | +70.0% | -92.0% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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