-47.4%
NKE vs ETN
+20.7%
-68.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -0.9% |
| 7D | -2.0% | +2.0% | -4.0% | -2.0% |
| 30D | -8.6% | -7.9% | -0.7% | -8.7% |
| 3M | -11.0% | -1.6% | -9.4% | -11.3% |
| 6M | -33.2% | +16.9% | -50.1% | -35.5% |
| YTD | -38.1% | +30.1% | -68.2% | -41.1% |
| 1Y | -47.4% | +19.3% | -66.7% | -49.7% |
| All | -47.4% | +20.7% | -68.0% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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