-59.2%
NKE vs EQT
+32.0%
-91.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | -4.2% | -2.0% | -2.2% | -4.1% |
| 30D | -8.2% | 0.0% | -8.2% | -8.2% |
| 3M | -19.1% | +5.9% | -25.0% | -19.3% |
| 6M | -32.6% | -14.8% | -17.8% | -31.9% |
| YTD | -40.7% | +1.8% | -42.5% | -40.7% |
| 1Y | -48.9% | +7.4% | -56.2% | -48.9% |
| 3Y | -59.2% | +33.6% | -92.9% | -59.8% |
| All | -59.2% | +32.0% | -91.2% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling