-31.7%
NKE vs EQT
-3.4%
-28.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.2% | +8.4% | +5.1% |
| 7D | +9.0% | -6.6% | +15.6% | +8.7% |
| 30D | +19.2% | +2.7% | +16.5% | +19.1% |
| 3M | -1.5% | -0.2% | -1.3% | -1.6% |
| 6M | -4.2% | -10.6% | +6.4% | -3.4% |
| YTD | -34.8% | -1.2% | -33.6% | -33.9% |
| 1Y | -31.7% | -4.9% | -26.8% | -30.3% |
| All | -31.7% | -3.4% | -28.3% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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