+69.6%
V vs NKE
-75.6%
+145.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.4% |
| 7D | -3.0% | -5.5% | +2.5% | -1.7% |
| 30D | +1.2% | -10.4% | +11.6% | +3.9% |
| 3M | +13.9% | -15.8% | +29.7% | +18.5% |
| 6M | +17.2% | -33.4% | +50.7% | +28.8% |
| YTD | +5.3% | -41.0% | +46.3% | +19.2% |
| 1Y | +9.5% | -49.1% | +58.5% | +28.2% |
| 3Y | +51.9% | -59.8% | +111.7% | +83.2% |
| 5Y | +69.6% | -75.5% | +145.0% | +137.4% |
| All | +69.6% | -75.6% | +145.1% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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