-59.2%
NKE vs EFV
+90.2%
-149.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.3% |
| 7D | -4.2% | -0.8% | -3.4% | -3.6% |
| 30D | -8.2% | +0.6% | -8.8% | -8.6% |
| 3M | -19.1% | +7.5% | -26.6% | -23.3% |
| 6M | -32.6% | +13.0% | -45.7% | -38.7% |
| YTD | -40.7% | +18.3% | -59.0% | -48.1% |
| 1Y | -48.9% | +26.7% | -75.6% | -57.7% |
| 3Y | -59.2% | +89.6% | -148.8% | -74.6% |
| All | -59.2% | +90.2% | -149.5% | -74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling