-74.7%
NKE vs ETN
+185.4%
-260.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.7% |
| 7D | -4.2% | +3.5% | -7.7% | -5.2% |
| 30D | -8.2% | -7.5% | -0.7% | -6.2% |
| 3M | -19.1% | +8.3% | -27.4% | -22.4% |
| 6M | -32.6% | +20.2% | -52.8% | -38.8% |
| YTD | -40.7% | +34.7% | -75.4% | -48.8% |
| 1Y | -48.9% | +19.4% | -68.3% | -53.9% |
| 3Y | -59.2% | +85.5% | -144.7% | -72.5% |
| All | -74.7% | +185.4% | -260.1% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling