-74.9%
NKE vs ES
-4.5%
-70.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -10.4% | -1.0% | -9.3% | -10.1% |
| 3M | -15.5% | +1.5% | -16.9% | -15.9% |
| 6M | -32.6% | -3.5% | -29.1% | -32.1% |
| YTD | -39.8% | +7.0% | -46.8% | -41.4% |
| 1Y | -47.6% | +15.3% | -62.9% | -50.6% |
| 3Y | -59.0% | +30.2% | -89.2% | -63.9% |
| 5Y | -74.9% | -4.3% | -70.6% | -75.2% |
| All | -74.9% | -4.5% | -70.4% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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