+749.5%
NKE vs ELV
+2,378.1%
-1,628.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -2.3% | -2.2% | -0.1% | -1.7% |
| 30D | -10.4% | -0.2% | -10.2% | -10.3% |
| 3M | -15.5% | -6.1% | -9.4% | -14.4% |
| 6M | -32.6% | +42.8% | -75.5% | -39.4% |
| YTD | -39.8% | +14.4% | -54.2% | -42.8% |
| 1Y | -47.6% | +28.6% | -76.2% | -51.8% |
| 3Y | -59.0% | -7.4% | -51.6% | -59.9% |
| 5Y | -74.9% | +14.5% | -89.4% | -77.5% |
| 10Y | -21.9% | +257.4% | -279.4% | -51.4% |
| All | +749.5% | +2,378.1% | -1,628.5% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling