+6,112.4%
NKE vs BEN
+4,901.8%
+1,210.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -0.1% | +4.7% | -4.7% | -1.7% |
| 30D | -7.7% | +2.6% | -10.3% | -8.6% |
| 3M | -10.9% | +11.5% | -22.4% | -14.6% |
| 6M | -31.9% | +35.3% | -67.2% | -39.2% |
| YTD | -38.6% | +48.6% | -87.3% | -47.1% |
| 1Y | -46.9% | +46.7% | -93.6% | -54.2% |
| 3Y | -58.2% | +57.0% | -115.2% | -65.3% |
| 5Y | -74.0% | +41.8% | -115.8% | -77.9% |
| 10Y | -21.6% | +55.2% | -76.8% | -39.1% |
| All | +6,112.4% | +4,901.8% | +1,210.6% | +1,228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 all: compounded portfolio wealth divided by compounded BEN 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…
all analysis · Full analysis span regression · 6 months rolling