-24.0%
NKE vs QID
-99.2%
+75.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | -0.1% |
| 7D | -4.2% | +1.3% | -5.4% | -3.7% |
| 30D | -8.2% | +2.9% | -11.1% | -7.2% |
| 3M | -19.1% | -0.7% | -18.4% | -18.9% |
| 6M | -32.6% | -29.7% | -3.0% | -40.0% |
| YTD | -40.7% | -27.9% | -12.8% | -46.5% |
| 1Y | -48.9% | -34.6% | -14.3% | -55.3% |
| 3Y | -59.2% | -73.5% | +14.3% | -72.7% |
| 5Y | -75.3% | -81.0% | +5.7% | -83.2% |
| All | -24.0% | -99.2% | +75.1% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling