+5,900.4%
NKE vs ETN
+20,763.6%
-14,863.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -1.0% |
| 7D | -4.2% | +3.5% | -7.7% | -5.4% |
| 30D | -8.2% | -7.5% | -0.7% | -5.8% |
| 3M | -19.1% | +8.3% | -27.4% | -22.9% |
| 6M | -32.6% | +20.2% | -52.8% | -39.1% |
| YTD | -40.7% | +34.7% | -75.4% | -48.9% |
| 1Y | -48.9% | +19.4% | -68.3% | -54.1% |
| 3Y | -59.2% | +85.5% | -144.7% | -70.4% |
| 5Y | -75.3% | +186.6% | -261.9% | -85.0% |
| 10Y | -23.1% | +724.7% | -747.8% | -69.5% |
| All | +5,900.4% | +20,763.6% | -14,863.2% | +650.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling