-48.9%
NKE vs EXC
+3.5%
-52.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | -4.2% | -1.1% | -3.1% | -4.2% |
| 30D | -8.2% | -3.6% | -4.5% | -8.4% |
| 3M | -19.1% | -4.3% | -14.8% | -19.1% |
| 6M | -32.6% | -9.9% | -22.7% | -33.0% |
| YTD | -40.7% | +1.8% | -42.5% | -39.8% |
| 1Y | -48.9% | +2.9% | -51.7% | -47.1% |
| All | -48.9% | +3.5% | -52.3% | -47.1% |
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