-31.7%
NKE vs ED
+27.1%
-58.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.2% | +5.0% |
| 7D | +9.0% | +5.4% | +3.6% | +8.7% |
| 30D | +19.2% | +16.4% | +2.9% | +19.2% |
| 3M | -1.5% | +11.9% | -13.3% | -1.7% |
| 6M | -4.2% | +11.6% | -15.7% | -4.1% |
| YTD | -34.8% | +24.1% | -58.9% | -35.4% |
| 1Y | -31.7% | +26.9% | -58.6% | -31.9% |
| All | -31.7% | +27.1% | -58.8% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling