-47.4%
NKE vs ELF
-17.5%
-29.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -2.0% | +5.4% | -7.4% | -2.6% |
| 30D | -8.6% | +27.0% | -35.6% | -11.1% |
| 3M | -11.0% | +113.2% | -124.2% | -18.6% |
| 6M | -33.2% | +36.6% | -69.8% | -36.3% |
| YTD | -38.1% | +44.2% | -82.4% | -41.0% |
| 1Y | -47.4% | -18.0% | -29.4% | -47.8% |
| All | -47.4% | -17.5% | -29.8% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling