+6,094.5%
NKE vs ED
+2,513.4%
+3,581.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | -1.6% | +2.1% | -3.6% | -2.3% |
| 30D | +7.6% | +10.4% | -2.8% | +4.0% |
| 3M | -6.9% | +12.5% | -19.4% | -10.6% |
| 6M | -8.5% | +14.9% | -23.4% | -13.0% |
| YTD | -38.8% | +24.8% | -63.6% | -43.7% |
| 1Y | -40.6% | +23.8% | -64.4% | -45.2% |
| 3Y | -60.9% | +51.6% | -112.6% | -67.2% |
| 5Y | -75.4% | +86.4% | -161.8% | -81.0% |
| 10Y | -13.5% | +145.4% | -158.9% | -41.8% |
| All | +6,094.5% | +2,513.4% | +3,581.1% | +1,392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling