-24.0%
NKE vs TER
+1,891.7%
-1,915.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.1% |
| 7D | -4.2% | +6.4% | -10.5% | -5.5% |
| 30D | -8.2% | -5.7% | -2.5% | -7.6% |
| 3M | -19.1% | -0.4% | -18.7% | -21.9% |
| 6M | -32.6% | +25.8% | -58.5% | -40.6% |
| YTD | -40.7% | +96.4% | -137.1% | -54.5% |
| 1Y | -48.9% | +229.2% | -278.1% | -67.0% |
| 3Y | -59.2% | +288.1% | -347.4% | -76.9% |
| 5Y | -75.3% | +219.9% | -295.3% | -85.7% |
| All | -24.0% | +1,891.7% | -1,915.7% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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