-24.0%
NKE vs ED
+108.5%
-132.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -4.2% | -0.8% | -3.4% | -4.0% |
| 30D | -8.2% | -0.4% | -7.8% | -8.1% |
| 3M | -19.1% | +0.5% | -19.5% | -19.2% |
| 6M | -32.6% | -3.1% | -29.5% | -32.2% |
| YTD | -40.7% | +9.8% | -50.5% | -42.6% |
| 1Y | -48.9% | +12.6% | -61.4% | -50.9% |
| 3Y | -59.2% | +31.4% | -90.6% | -63.6% |
| 5Y | -75.3% | +69.4% | -144.8% | -79.9% |
| All | -24.0% | +108.5% | -132.5% | -41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling