-59.2%
NKE vs ELV
-2.1%
-57.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -4.2% | +3.2% | -7.4% | -4.5% |
| 30D | -8.2% | +5.4% | -13.6% | -8.6% |
| 3M | -19.1% | +5.4% | -24.4% | -19.6% |
| 6M | -32.6% | +45.7% | -78.3% | -35.1% |
| YTD | -40.7% | +21.2% | -61.9% | -41.8% |
| 1Y | -48.9% | +35.6% | -84.5% | -50.1% |
| 3Y | -59.2% | -2.0% | -57.2% | -59.3% |
| All | -59.2% | -2.1% | -57.1% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling