-31.7%
NKE vs EXC
+1.0%
-32.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +5.1% |
| 7D | +9.0% | +3.3% | +5.7% | +8.8% |
| 30D | +19.2% | +13.3% | +6.0% | +19.1% |
| 3M | -1.5% | +1.8% | -3.3% | -2.0% |
| 6M | -4.2% | +1.1% | -5.3% | -4.6% |
| YTD | -34.8% | +9.0% | -43.8% | -33.8% |
| 1Y | -31.7% | +3.4% | -35.1% | -31.8% |
| All | -31.7% | +1.0% | -32.7% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling