+367.1%
NKE vs ET
+1,451.4%
-1,084.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -5.5% | +1.4% | -6.9% | -5.8% |
| 30D | -10.4% | +4.6% | -15.0% | -11.2% |
| 3M | -15.8% | +16.0% | -31.9% | -18.2% |
| 6M | -33.4% | +22.8% | -56.2% | -36.1% |
| YTD | -41.0% | +38.9% | -79.9% | -44.6% |
| 1Y | -49.1% | +34.1% | -83.1% | -51.9% |
| 3Y | -59.8% | +98.8% | -158.6% | -64.8% |
| 5Y | -75.5% | +246.8% | -322.3% | -80.6% |
| 10Y | -23.5% | +174.4% | -197.8% | -40.8% |
| All | +367.1% | +1,451.4% | -1,084.3% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling