-31.7%
NKE vs ELV
+42.6%
-74.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.9% | +0.3% | +4.2% |
| 7D | +9.0% | +4.8% | +4.2% | +8.0% |
| 30D | +19.2% | +10.1% | +9.2% | +17.1% |
| 3M | -1.5% | +15.4% | -16.8% | -4.0% |
| 6M | -4.2% | +17.7% | -21.9% | -7.6% |
| YTD | -34.8% | +25.7% | -60.4% | -38.3% |
| 1Y | -31.7% | +39.9% | -71.5% | -37.9% |
| All | -31.7% | +42.6% | -74.3% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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