-58.6%
NKE vs TER
+284.0%
-342.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.2% |
| 7D | -2.3% | +12.4% | -14.7% | -3.2% |
| 30D | -10.4% | +5.1% | -15.5% | -11.0% |
| 3M | -15.5% | +4.0% | -19.4% | -17.2% |
| 6M | -32.6% | +29.5% | -62.2% | -36.9% |
| YTD | -39.8% | +98.5% | -138.3% | -47.8% |
| 1Y | -47.6% | +234.1% | -281.7% | -59.2% |
| All | -58.6% | +284.0% | -342.6% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling