-59.4%
NKE vs NXT
+87.2%
-146.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.8% |
| 7D | -5.5% | -2.6% | -3.0% | -5.3% |
| 30D | -10.4% | -22.4% | +12.0% | -8.3% |
| 3M | -15.8% | -27.3% | +11.5% | -13.6% |
| 6M | -33.4% | -28.5% | -4.9% | -32.4% |
| YTD | -41.0% | -6.6% | -34.4% | -42.5% |
| 1Y | -49.1% | +20.4% | -69.4% | -52.7% |
| All | -59.4% | +87.2% | -146.6% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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