-59.2%
NKE vs ETN
+86.8%
-146.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.1% |
| 7D | -4.2% | +3.5% | -7.7% | -4.7% |
| 30D | -8.2% | -7.5% | -0.7% | -7.1% |
| 3M | -19.1% | +8.3% | -27.4% | -21.0% |
| 6M | -32.6% | +20.2% | -52.8% | -36.4% |
| YTD | -40.7% | +34.7% | -75.4% | -45.8% |
| 1Y | -48.9% | +19.4% | -68.3% | -51.9% |
| 3Y | -59.2% | +85.5% | -144.7% | -66.4% |
| All | -59.2% | +86.8% | -146.0% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling