-24.0%
NKE vs ET
+177.0%
-201.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -4.2% | +0.2% | -4.4% | -4.2% |
| 30D | -8.2% | +2.9% | -11.1% | -8.8% |
| 3M | -19.1% | +16.8% | -35.9% | -22.0% |
| 6M | -32.6% | +18.9% | -51.5% | -35.5% |
| YTD | -40.7% | +37.7% | -78.4% | -45.1% |
| 1Y | -48.9% | +32.4% | -81.3% | -52.3% |
| 3Y | -59.2% | +99.5% | -158.7% | -65.5% |
| 5Y | -75.3% | +244.0% | -319.3% | -81.4% |
| All | -24.0% | +177.0% | -201.0% | -43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling