-24.0%
NKE vs ESI
+312.8%
-336.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -4.2% | -4.6% | +0.5% | -2.6% |
| 30D | -8.2% | -10.5% | +2.3% | -4.9% |
| 3M | -19.1% | -19.8% | +0.7% | -14.2% |
| 6M | -32.6% | +5.8% | -38.4% | -36.8% |
| YTD | -40.7% | +38.3% | -79.0% | -50.3% |
| 1Y | -48.9% | +31.5% | -80.4% | -56.5% |
| 3Y | -59.2% | +80.7% | -139.9% | -70.3% |
| 5Y | -75.3% | +69.4% | -144.8% | -81.8% |
| All | -24.0% | +312.8% | -336.8% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling