-24.0%
NKE vs EIX
+19.9%
-43.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | -4.2% | -1.4% | -2.8% | -3.8% |
| 30D | -8.2% | -19.3% | +11.1% | -3.6% |
| 3M | -19.1% | -21.7% | +2.6% | -14.5% |
| 6M | -32.6% | -19.8% | -12.8% | -29.6% |
| YTD | -40.7% | -3.0% | -37.7% | -42.1% |
| 1Y | -48.9% | +5.1% | -54.0% | -51.5% |
| 3Y | -59.2% | -7.0% | -52.3% | -60.6% |
| 5Y | -75.3% | +22.0% | -97.4% | -78.5% |
| All | -24.0% | +19.9% | -43.9% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling