-24.0%
NKE vs BN
+265.2%
-289.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | -4.2% | -5.2% | +1.0% | -1.5% |
| 30D | -8.2% | -14.5% | +6.3% | -0.6% |
| 3M | -19.1% | -15.0% | -4.1% | -12.3% |
| 6M | -32.6% | -5.4% | -27.2% | -31.2% |
| YTD | -40.7% | -16.4% | -24.3% | -35.7% |
| 1Y | -48.9% | -16.2% | -32.6% | -45.0% |
| 3Y | -59.2% | +67.5% | -126.8% | -70.6% |
| 5Y | -75.3% | +34.1% | -109.5% | -80.3% |
| All | -24.0% | +265.2% | -289.2% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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