-47.4%
NKE vs EQT
+7.9%
-55.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.0% | +1.1% | -3.1% | -2.0% |
| 30D | -8.6% | +7.7% | -16.3% | -8.7% |
| 3M | -11.0% | +0.2% | -11.2% | -10.5% |
| 6M | -33.2% | -9.5% | -23.8% | -31.7% |
| YTD | -38.1% | +3.8% | -42.0% | -37.8% |
| 1Y | -47.4% | +7.8% | -55.1% | -48.6% |
| All | -47.4% | +7.9% | -55.2% | -48.6% |
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