-74.7%
NKE vs EFX
-36.2%
-38.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -4.2% | -4.5% | +0.4% | -2.5% |
| 30D | -8.2% | -6.1% | -2.1% | -6.1% |
| 3M | -19.1% | +6.2% | -25.3% | -21.4% |
| 6M | -32.6% | -11.2% | -21.4% | -30.3% |
| YTD | -40.7% | -21.4% | -19.3% | -36.1% |
| 1Y | -48.9% | -34.3% | -14.5% | -40.9% |
| 3Y | -59.2% | -12.5% | -46.7% | -60.7% |
| All | -74.7% | -36.2% | -38.6% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling