-75.3%
NKE vs ES
+6.6%
-81.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -1.6% | +2.7% | -4.3% | -2.4% |
| 30D | +7.6% | +7.6% | 0.0% | +5.3% |
| 3M | -6.9% | +0.5% | -7.4% | -7.1% |
| 6M | -8.5% | +7.6% | -16.1% | -10.7% |
| YTD | -38.8% | +10.2% | -49.0% | -41.0% |
| 1Y | -40.6% | +1.8% | -42.4% | -41.4% |
| 3Y | -60.9% | +55.4% | -116.3% | -68.0% |
| All | -75.3% | +6.6% | -81.9% | -75.8% |
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