+6,112.4%
NKE vs ED
+2,238.5%
+3,873.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -0.1% | +0.5% | -0.6% | -0.2% |
| 30D | -7.7% | +1.1% | -8.8% | -8.1% |
| 3M | -10.9% | +4.6% | -15.6% | -12.4% |
| 6M | -31.9% | -2.0% | -29.9% | -31.7% |
| YTD | -38.6% | +11.7% | -50.3% | -41.3% |
| 1Y | -46.9% | +15.7% | -62.7% | -50.0% |
| 3Y | -58.2% | +34.4% | -92.5% | -63.4% |
| 5Y | -74.0% | +67.3% | -141.3% | -79.2% |
| 10Y | -21.6% | +104.0% | -125.6% | -43.7% |
| All | +6,112.4% | +2,238.5% | +3,873.9% | +1,454.9% |
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 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