-75.5%
NKE vs EL
-69.5%
-6.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.1% |
| 7D | -5.5% | -4.4% | -1.2% | -4.0% |
| 30D | -10.4% | +10.3% | -20.7% | -14.2% |
| 3M | -15.8% | +13.4% | -29.2% | -20.3% |
| 6M | -33.4% | +3.1% | -36.5% | -35.4% |
| YTD | -41.0% | -6.9% | -34.1% | -41.2% |
| 1Y | -49.1% | +11.9% | -61.0% | -53.4% |
| 3Y | -59.8% | -33.8% | -26.0% | -56.8% |
| 5Y | -75.5% | -69.0% | -6.5% | -60.7% |
| All | -75.5% | -69.5% | -6.0% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling