-75.5%
NKE vs ELF
+217.8%
-293.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.4% | -1.2% |
| 7D | -5.5% | -10.8% | +5.3% | -3.7% |
| 30D | -10.4% | +0.8% | -11.2% | -10.7% |
| 3M | -15.8% | +64.8% | -80.6% | -23.2% |
| 6M | -33.4% | +19.0% | -52.4% | -36.2% |
| YTD | -41.0% | +25.9% | -66.9% | -44.3% |
| 1Y | -49.1% | -28.8% | -20.3% | -47.9% |
| 3Y | -59.8% | -29.6% | -30.2% | -63.0% |
| 5Y | -75.5% | +216.2% | -291.7% | -88.9% |
| All | -75.5% | +217.8% | -293.3% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling