-12.5%
NKE vs BA
+24.8%
-37.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.6% | -1.1% | -0.5% | -1.3% |
| 30D | +7.6% | -7.1% | +14.7% | +9.7% |
| 3M | -6.9% | -25.5% | +18.7% | +1.0% |
| 6M | -8.5% | -28.7% | +20.2% | +0.1% |
| YTD | -38.8% | -21.0% | -17.8% | -35.4% |
| 1Y | -40.6% | -11.9% | -28.7% | -39.6% |
| 3Y | -60.9% | -16.2% | -44.8% | -60.7% |
| 5Y | -75.4% | -22.4% | -53.0% | -75.4% |
| All | -12.5% | +24.8% | -37.3% | -20.0% |
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