-12.5%
NKE vs EXC
+205.3%
-217.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.1% |
| 7D | -1.6% | +1.4% | -2.9% | -2.1% |
| 30D | +7.6% | +8.6% | -0.9% | +4.2% |
| 3M | -6.9% | +2.4% | -9.3% | -7.8% |
| 6M | -8.5% | +6.5% | -15.0% | -11.1% |
| YTD | -38.8% | +9.0% | -47.8% | -41.4% |
| 1Y | -40.6% | +4.6% | -45.2% | -42.2% |
| 3Y | -60.9% | +33.5% | -94.4% | -66.7% |
| 5Y | -75.4% | +41.4% | -116.8% | -79.8% |
| All | -12.5% | +205.3% | -217.8% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling