-58.6%
NKE vs EXC
+20.6%
-79.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -2.3% | +0.3% | -2.7% | -2.4% |
| 30D | -10.4% | -0.9% | -9.5% | -10.3% |
| 3M | -15.5% | -2.7% | -12.8% | -15.2% |
| 6M | -32.6% | -9.4% | -23.3% | -31.9% |
| YTD | -39.8% | +3.0% | -42.9% | -40.1% |
| 1Y | -47.6% | +5.1% | -52.7% | -48.1% |
| All | -58.6% | +20.6% | -79.2% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling