-74.0%
NKE vs BA
-1.3%
-72.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -0.1% | +2.5% | -2.5% | -0.9% |
| 30D | -7.7% | -10.1% | +2.4% | -4.4% |
| 3M | -10.9% | -2.4% | -8.5% | -10.6% |
| 6M | -31.9% | -8.8% | -23.0% | -30.4% |
| YTD | -38.6% | -2.9% | -35.7% | -38.8% |
| 1Y | -46.9% | -8.8% | -38.2% | -46.2% |
| 3Y | -58.2% | -0.3% | -57.9% | -60.2% |
| 5Y | -74.0% | -0.3% | -73.7% | -77.4% |
| All | -74.0% | -1.3% | -72.7% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling