-66.9%
NKE vs NXT
+171.8%
-238.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.6% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -10.4% | -20.0% | +9.6% | -8.5% |
| 3M | -15.5% | -30.9% | +15.5% | -12.8% |
| 6M | -32.6% | -23.8% | -8.8% | -32.1% |
| YTD | -39.8% | -5.4% | -34.4% | -41.3% |
| 1Y | -47.6% | +28.0% | -75.6% | -51.4% |
| 3Y | -59.0% | +93.3% | -152.3% | -65.2% |
| All | -66.9% | +171.8% | -238.7% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling