-59.2%
NKE vs EFX
-12.2%
-47.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -4.2% | -4.5% | +0.4% | -2.9% |
| 30D | -8.2% | -6.1% | -2.1% | -6.6% |
| 3M | -19.1% | +6.2% | -25.3% | -20.6% |
| 6M | -32.6% | -11.2% | -21.4% | -30.8% |
| YTD | -40.7% | -21.4% | -19.3% | -37.2% |
| 1Y | -48.9% | -34.3% | -14.5% | -43.2% |
| 3Y | -59.2% | -12.5% | -46.7% | -58.5% |
| All | -59.2% | -12.2% | -47.0% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling