-23.2%
NKE vs ELF
+303.8%
-327.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -4.2% | -11.6% | +7.5% | -2.3% |
| 30D | -8.2% | +4.6% | -12.8% | -9.0% |
| 3M | -19.1% | +59.7% | -78.8% | -25.3% |
| 6M | -32.6% | +21.2% | -53.8% | -35.4% |
| YTD | -40.7% | +27.4% | -68.2% | -43.8% |
| 1Y | -48.9% | -29.8% | -19.0% | -47.8% |
| 3Y | -59.2% | -28.5% | -30.8% | -61.4% |
| 5Y | -75.3% | +220.0% | -295.4% | -82.7% |
| All | -23.2% | +303.8% | -327.0% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling