+6,161.3%
NKE vs EXC
+2,353.7%
+3,807.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -8.6% | -3.7% | -4.9% | -7.6% |
| 3M | -11.0% | -1.3% | -9.7% | -10.8% |
| 6M | -33.2% | -9.7% | -23.5% | -31.5% |
| YTD | -38.1% | +2.9% | -41.0% | -39.0% |
| 1Y | -47.4% | +4.4% | -51.7% | -48.4% |
| 3Y | -59.8% | +22.2% | -82.0% | -62.8% |
| 5Y | -74.2% | +46.7% | -120.9% | -77.5% |
| 10Y | -23.5% | +155.3% | -178.8% | -43.3% |
| All | +6,161.3% | +2,353.7% | +3,807.6% | +2,521.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling