-24.0%
NKE vs ENTG
+797.5%
-821.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.1% |
| 7D | -4.2% | +1.2% | -5.3% | -4.5% |
| 30D | -8.2% | -12.9% | +4.7% | -5.4% |
| 3M | -19.1% | -3.1% | -16.0% | -21.4% |
| 6M | -32.6% | +21.0% | -53.6% | -39.8% |
| YTD | -40.7% | +67.0% | -107.7% | -52.5% |
| 1Y | -48.9% | +68.6% | -117.5% | -59.7% |
| 3Y | -59.2% | +48.6% | -107.9% | -68.9% |
| 5Y | -75.3% | +18.6% | -94.0% | -80.9% |
| All | -24.0% | +797.5% | -821.5% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 10y: compounded portfolio wealth divided by compounded ENTG 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…
10y analysis · Full analysis span regression · 6 months rolling