+361.4%
NKE vs EFV
+252.1%
+109.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -5.5% | -2.0% | -3.5% | -4.2% |
| 30D | -10.4% | -0.2% | -10.3% | -10.3% |
| 3M | -15.8% | +9.1% | -24.9% | -20.8% |
| 6M | -33.4% | +11.7% | -45.1% | -38.6% |
| YTD | -41.0% | +17.0% | -58.1% | -47.3% |
| 1Y | -49.1% | +26.7% | -75.8% | -56.9% |
| 3Y | -59.8% | +90.2% | -150.0% | -74.4% |
| 5Y | -75.5% | +96.1% | -171.6% | -84.6% |
| 10Y | -23.5% | +164.5% | -188.0% | -60.4% |
| All | +361.4% | +252.1% | +109.2% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling