-47.4%
NKE vs EFX
-25.2%
-22.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | +0.7% |
| 7D | -2.0% | -8.6% | +6.6% | +0.2% |
| 30D | -8.6% | +0.1% | -8.7% | -8.6% |
| 3M | -11.0% | +3.8% | -14.9% | -11.9% |
| 6M | -33.2% | -13.5% | -19.7% | -31.4% |
| YTD | -38.1% | -17.7% | -20.5% | -36.3% |
| 1Y | -47.4% | -25.6% | -21.8% | -46.2% |
| All | -47.4% | -25.2% | -22.1% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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