-75.5%
NKE vs ESI
+66.0%
-141.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -0.4% |
| 7D | -5.5% | -2.3% | -3.2% | -4.8% |
| 30D | -10.4% | -9.0% | -1.4% | -7.7% |
| 3M | -15.8% | -13.3% | -2.6% | -13.5% |
| 6M | -33.4% | +5.3% | -38.7% | -38.6% |
| YTD | -41.0% | +37.6% | -78.6% | -52.6% |
| 1Y | -49.1% | +33.6% | -82.7% | -58.8% |
| 3Y | -59.8% | +75.8% | -135.6% | -73.4% |
| 5Y | -75.5% | +68.6% | -144.1% | -83.4% |
| All | -75.5% | +66.0% | -141.5% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling