-24.0%
NKE vs EL
+26.1%
-50.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -4.2% | -6.5% | +2.3% | -1.5% |
| 30D | -8.2% | +11.1% | -19.3% | -12.7% |
| 3M | -19.1% | +10.7% | -29.8% | -23.1% |
| 6M | -32.6% | +6.9% | -39.5% | -35.9% |
| YTD | -40.7% | -6.3% | -34.4% | -41.2% |
| 1Y | -48.9% | +13.5% | -62.3% | -53.9% |
| 3Y | -59.2% | -33.1% | -26.2% | -56.8% |
| 5Y | -75.3% | -68.8% | -6.6% | -62.1% |
| All | -24.0% | +26.1% | -50.1% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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