-74.7%
NKE vs NTRS
+93.2%
-167.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -4.2% | +1.4% | -5.5% | -4.7% |
| 30D | -8.2% | -0.7% | -7.5% | -8.0% |
| 3M | -19.1% | +11.3% | -30.4% | -23.0% |
| 6M | -32.6% | +35.5% | -68.2% | -41.3% |
| YTD | -40.7% | +40.6% | -81.3% | -49.3% |
| 1Y | -48.9% | +49.2% | -98.1% | -57.6% |
| 3Y | -59.2% | +167.2% | -226.5% | -74.5% |
| All | -74.7% | +93.2% | -167.9% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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