-31.7%
NKE vs EFV
+25.8%
-57.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +3.3% |
| 7D | +9.0% | +2.9% | +6.1% | +7.1% |
| 30D | +19.2% | +3.6% | +15.7% | +16.8% |
| 3M | -1.5% | -0.1% | -1.3% | -1.5% |
| 6M | -4.2% | +9.6% | -13.8% | -9.3% |
| YTD | -34.8% | +17.0% | -51.7% | -41.9% |
| 1Y | -31.7% | +25.7% | -57.3% | -44.3% |
| All | -31.7% | +25.8% | -57.5% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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