-48.9%
NKE vs ED
+13.4%
-62.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | -4.2% | -0.8% | -3.4% | -4.3% |
| 30D | -8.2% | -0.4% | -7.8% | -8.2% |
| 3M | -19.1% | +0.5% | -19.5% | -18.5% |
| 6M | -32.6% | -3.1% | -29.5% | -32.7% |
| YTD | -40.7% | +9.8% | -50.5% | -39.6% |
| 1Y | -48.9% | +12.6% | -61.4% | -46.7% |
| All | -48.9% | +13.4% | -62.3% | -46.7% |
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