-74.8%
NKE vs EQT
+197.4%
-272.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -5.5% | -1.2% | -4.4% | -5.4% |
| 30D | -10.4% | +1.1% | -11.5% | -10.5% |
| 3M | -15.8% | +4.8% | -20.6% | -16.3% |
| 6M | -33.4% | -10.6% | -22.8% | -32.7% |
| YTD | -41.0% | +3.4% | -44.4% | -41.4% |
| 1Y | -49.1% | +8.7% | -57.7% | -49.7% |
| 3Y | -59.8% | +35.0% | -94.8% | -62.0% |
| All | -74.8% | +197.4% | -272.2% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling