-24.0%
NKE vs ETR
+296.9%
-320.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -4.2% | -1.8% | -2.4% | -3.5% |
| 30D | -8.2% | -1.8% | -6.4% | -7.7% |
| 3M | -19.1% | -3.6% | -15.5% | -18.3% |
| 6M | -32.6% | +2.6% | -35.3% | -34.0% |
| YTD | -40.7% | +16.0% | -56.7% | -44.7% |
| 1Y | -48.9% | +20.1% | -69.0% | -53.0% |
| 3Y | -59.2% | +143.6% | -202.8% | -72.6% |
| 5Y | -75.3% | +124.4% | -199.7% | -83.0% |
| All | -24.0% | +296.9% | -320.9% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling