+5,871.1%
NKE vs EFX
+6,077.1%
-206.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -5.5% | -11.1% | +5.6% | -2.1% |
| 30D | -10.4% | -7.4% | -3.1% | -8.3% |
| 3M | -15.8% | +1.5% | -17.3% | -16.6% |
| 6M | -33.4% | -13.7% | -19.7% | -30.9% |
| YTD | -41.0% | -21.9% | -19.1% | -37.2% |
| 1Y | -49.1% | -30.8% | -18.3% | -43.9% |
| 3Y | -59.8% | -12.4% | -47.4% | -59.9% |
| 5Y | -75.5% | -35.9% | -39.5% | -73.3% |
| 10Y | -23.5% | +41.0% | -64.4% | -36.9% |
| All | +5,871.1% | +6,077.1% | -206.0% | +1,970.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling