-12.5%
NKE vs EXPD
+335.0%
-347.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | -1.6% | +5.5% | -7.1% | -4.2% |
| 30D | +7.6% | -0.8% | +8.4% | +7.8% |
| 3M | -6.9% | +4.1% | -11.0% | -9.2% |
| 6M | -8.5% | +25.7% | -34.2% | -19.5% |
| YTD | -38.8% | +31.4% | -70.2% | -48.3% |
| 1Y | -40.6% | +42.2% | -82.7% | -52.1% |
| 3Y | -60.9% | +77.2% | -138.1% | -72.8% |
| 5Y | -75.4% | +61.0% | -136.4% | -82.3% |
| All | -12.5% | +335.0% | -347.5% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling