+20.0%
NKE vs ESI
+226.4%
-206.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | -0.1% | +5.4% | -5.4% | -1.4% |
| 30D | -7.7% | -4.2% | -3.5% | -6.9% |
| 3M | -10.9% | -9.6% | -1.3% | -9.8% |
| 6M | -31.9% | +18.3% | -50.2% | -36.6% |
| YTD | -38.6% | +45.8% | -84.4% | -46.3% |
| 1Y | -46.9% | +39.2% | -86.1% | -53.1% |
| 3Y | -58.2% | +86.3% | -144.4% | -66.4% |
| 5Y | -74.0% | +76.2% | -150.2% | -78.9% |
| 10Y | -21.6% | +306.8% | -328.3% | -48.0% |
| All | +20.0% | +226.4% | -206.4% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling