-34.3%
NKE vs EXPD
+39.4%
-73.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | +0.5% | -7.4% | +7.9% | +1.5% |
| 30D | +11.4% | -2.1% | +13.5% | +11.6% |
| 3M | -7.2% | +5.7% | -12.9% | -8.3% |
| 6M | -10.7% | +21.4% | -32.0% | -14.1% |
| YTD | -37.7% | +27.6% | -65.3% | -40.4% |
| 1Y | -34.3% | +36.1% | -70.4% | -38.7% |
| All | -34.3% | +39.4% | -73.7% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling