-61.7%
NKE vs BTSG
+389.4%
-451.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -4.2% | -3.3% | -0.9% | -3.8% |
| 30D | -8.2% | -1.6% | -6.6% | -8.1% |
| 3M | -19.1% | -6.9% | -12.2% | -18.9% |
| 6M | -32.6% | +42.1% | -74.7% | -36.8% |
| YTD | -40.7% | +56.8% | -97.5% | -45.2% |
| 1Y | -48.9% | +109.8% | -158.7% | -54.9% |
| All | -61.7% | +389.4% | -451.1% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling