+5,990.1%
NKE vs ETR
+4,408.0%
+1,582.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -10.4% | +2.0% | -12.4% | -11.0% |
| 3M | -15.5% | -1.7% | -13.8% | -15.3% |
| 6M | -32.6% | +3.6% | -36.2% | -33.8% |
| YTD | -39.8% | +18.0% | -57.9% | -43.3% |
| 1Y | -47.6% | +26.2% | -73.8% | -51.7% |
| 3Y | -59.0% | +148.0% | -207.0% | -69.7% |
| 5Y | -74.9% | +126.1% | -201.0% | -81.1% |
| 10Y | -21.9% | +302.3% | -324.2% | -50.8% |
| All | +5,990.1% | +4,408.0% | +1,582.1% | +1,865.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling