+188.5%
NKE vs BTG
+371.8%
-183.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.9% |
| 7D | -5.5% | -5.5% | -0.1% | -5.4% |
| 30D | -10.4% | +6.1% | -16.5% | -10.6% |
| 3M | -15.8% | +38.6% | -54.5% | -16.8% |
| 6M | -33.4% | +0.7% | -34.1% | -33.6% |
| YTD | -41.0% | +20.3% | -61.3% | -41.6% |
| 1Y | -49.1% | +25.0% | -74.1% | -49.7% |
| 3Y | -59.8% | +97.3% | -157.1% | -61.1% |
| 5Y | -75.5% | +78.3% | -153.8% | -76.2% |
| 10Y | -23.5% | +151.6% | -175.1% | -26.8% |
| All | +188.5% | +371.8% | -183.3% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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