-31.7%
NKE vs ELF
-3.2%
-28.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +5.0% |
| 7D | +9.0% | -1.5% | +10.5% | +9.2% |
| 30D | +19.2% | +9.5% | +9.7% | +18.1% |
| 3M | -1.5% | +29.4% | -30.8% | -4.3% |
| 6M | -4.2% | +83.7% | -87.9% | -10.8% |
| YTD | -34.8% | +49.4% | -84.2% | -37.8% |
| 1Y | -31.7% | -3.9% | -27.8% | -34.2% |
| All | -31.7% | -3.2% | -28.4% | -34.2% |
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