-31.7%
NKE vs EFX
-7.5%
-24.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +4.5% |
| 7D | +9.0% | +9.2% | -0.2% | +6.2% |
| 30D | +19.2% | +34.8% | -15.6% | +9.0% |
| 3M | -1.5% | +8.8% | -10.3% | -4.3% |
| 6M | -4.2% | +12.3% | -16.5% | -8.0% |
| YTD | -34.8% | -10.6% | -24.2% | -33.5% |
| 1Y | -31.7% | -6.7% | -25.0% | -32.2% |
| All | -31.7% | -7.5% | -24.2% | -32.2% |
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