-60.0%
NKE vs EXPD
+72.3%
-132.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +2.4% |
| 7D | +1.9% | -5.5% | +7.4% | +3.9% |
| 30D | +14.9% | -1.9% | +16.8% | +15.5% |
| 3M | -3.4% | +6.1% | -9.4% | -5.9% |
| 6M | -7.9% | +21.6% | -29.5% | -15.3% |
| YTD | -35.8% | +27.9% | -63.6% | -42.9% |
| 1Y | -32.6% | +39.4% | -72.0% | -42.7% |
| 3Y | -60.0% | +72.7% | -132.7% | -70.1% |
| All | -60.0% | +72.3% | -132.3% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling