-31.7%
NKE vs ET
+24.7%
-56.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.5% | +8.7% | +4.2% |
| 7D | +9.0% | -6.0% | +15.0% | +7.1% |
| 30D | +19.2% | -6.1% | +25.3% | +17.5% |
| 3M | -1.5% | -2.7% | +1.2% | -2.2% |
| 6M | -4.2% | +0.2% | -4.4% | -4.0% |
| YTD | -34.8% | +24.3% | -59.1% | -31.3% |
| 1Y | -31.7% | +26.4% | -58.1% | -27.6% |
| All | -31.7% | +24.7% | -56.4% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling