-75.5%
NKE vs EIX
+22.7%
-98.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -5.5% | +0.8% | -6.3% | -5.8% |
| 30D | -10.4% | -18.8% | +8.4% | -6.6% |
| 3M | -15.8% | -19.7% | +3.9% | -12.2% |
| 6M | -33.4% | -18.2% | -15.2% | -31.3% |
| YTD | -41.0% | -1.7% | -39.3% | -43.1% |
| 1Y | -49.1% | +7.8% | -56.8% | -52.6% |
| 3Y | -59.8% | -5.6% | -54.2% | -61.9% |
| 5Y | -75.5% | +23.7% | -99.1% | -78.7% |
| All | -75.5% | +22.7% | -98.1% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling