-74.7%
NKE vs XHB
+33.0%
-107.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.5% |
| 7D | -4.2% | -4.6% | +0.5% | -1.3% |
| 30D | -8.2% | -9.1% | +0.9% | -2.5% |
| 3M | -19.1% | -8.6% | -10.5% | -15.1% |
| 6M | -32.6% | -4.0% | -28.6% | -31.9% |
| YTD | -40.7% | -3.9% | -36.8% | -40.2% |
| 1Y | -48.9% | -16.5% | -32.4% | -43.5% |
| 3Y | -59.2% | +22.6% | -81.8% | -66.8% |
| All | -74.7% | +33.0% | -107.8% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling