-71.1%
NKE vs EXE
+187.5%
-258.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -2.3% | -2.7% | +0.4% | -2.0% |
| 30D | -10.4% | -0.4% | -10.0% | -10.3% |
| 3M | -15.5% | +9.5% | -24.9% | -16.7% |
| 6M | -32.6% | -9.3% | -23.3% | -31.7% |
| YTD | -39.8% | -10.9% | -28.9% | -39.0% |
| 1Y | -47.6% | +4.3% | -51.9% | -48.2% |
| 3Y | -59.0% | +18.8% | -77.8% | -60.9% |
| 5Y | -74.9% | +101.4% | -176.3% | -77.5% |
| All | -71.1% | +187.5% | -258.6% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling