+6,112.4%
NKE vs EIX
+1,137.3%
+4,975.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -1.8% |
| 7D | -0.1% | +0.9% | -1.0% | -0.3% |
| 30D | -7.7% | -13.5% | +5.9% | -5.7% |
| 3M | -10.9% | -15.3% | +4.3% | -8.8% |
| 6M | -31.9% | -15.3% | -16.5% | -30.4% |
| YTD | -38.6% | +2.7% | -41.3% | -40.1% |
| 1Y | -46.9% | +17.4% | -64.4% | -49.8% |
| 3Y | -58.2% | -1.3% | -56.8% | -59.3% |
| 5Y | -74.0% | +27.2% | -101.2% | -76.2% |
| 10Y | -21.6% | +22.7% | -44.3% | -29.7% |
| All | +6,112.4% | +1,137.3% | +4,975.1% | +2,634.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling