-20.5%
NKE vs ELF
+334.6%
-355.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | 0.0% |
| 7D | -0.1% | -1.2% | +1.1% | +0.1% |
| 30D | -7.7% | +5.9% | -13.6% | -8.6% |
| 3M | -10.9% | +99.5% | -110.5% | -20.6% |
| 6M | -31.9% | +26.5% | -58.4% | -35.1% |
| YTD | -38.6% | +37.2% | -75.8% | -42.5% |
| 1Y | -46.9% | -24.4% | -22.5% | -46.4% |
| 3Y | -58.2% | -23.3% | -34.9% | -60.8% |
| 5Y | -74.0% | +245.2% | -319.2% | -82.0% |
| All | -20.5% | +334.6% | -355.1% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling