-74.7%
NKE vs EXE
+97.7%
-172.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | -4.2% | -3.1% | -1.0% | -3.7% |
| 30D | -8.2% | -0.9% | -7.3% | -8.1% |
| 3M | -19.1% | +9.6% | -28.6% | -20.3% |
| 6M | -32.6% | -11.6% | -21.0% | -31.4% |
| YTD | -40.7% | -12.6% | -28.2% | -39.6% |
| 1Y | -48.9% | +1.2% | -50.0% | -49.3% |
| 3Y | -59.2% | +18.0% | -77.3% | -61.3% |
| All | -74.7% | +97.7% | -172.4% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 5y: compounded portfolio wealth divided by compounded EXE 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…
5y analysis · Full analysis span regression · 6 months rolling