-74.7%
NKE vs ELV
+25.1%
-99.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -4.2% | +3.2% | -7.4% | -4.6% |
| 30D | -8.2% | +5.4% | -13.6% | -8.9% |
| 3M | -19.1% | +5.4% | -24.4% | -19.8% |
| 6M | -32.6% | +45.7% | -78.3% | -36.3% |
| YTD | -40.7% | +21.2% | -61.9% | -42.5% |
| 1Y | -48.9% | +35.6% | -84.5% | -51.2% |
| 3Y | -59.2% | -2.0% | -57.2% | -60.1% |
| All | -74.7% | +25.1% | -99.8% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling