-24.0%
NKE vs BG
+166.7%
-190.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | -4.2% | +3.1% | -7.3% | -4.9% |
| 30D | -8.2% | +10.2% | -18.4% | -10.5% |
| 3M | -19.1% | -1.7% | -17.4% | -19.2% |
| 6M | -32.6% | +1.0% | -33.6% | -33.4% |
| YTD | -40.7% | +39.9% | -80.6% | -46.3% |
| 1Y | -48.9% | +53.2% | -102.1% | -54.9% |
| 3Y | -59.2% | +16.3% | -75.5% | -62.0% |
| 5Y | -75.3% | +83.9% | -159.2% | -80.3% |
| All | -24.0% | +166.7% | -190.7% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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