+35.5%
XLV vs NKE
-75.0%
+110.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -3.6% | -4.2% | +0.6% | -2.9% |
| 30D | -1.8% | -8.2% | +6.4% | -0.5% |
| 3M | +7.8% | -19.1% | +26.9% | +11.2% |
| 6M | +9.1% | -32.6% | +41.7% | +15.4% |
| YTD | +7.7% | -40.7% | +48.4% | +16.2% |
| 1Y | +20.4% | -48.9% | +69.3% | +32.6% |
| 3Y | +30.8% | -59.2% | +90.0% | +45.9% |
| All | +35.5% | -75.0% | +110.5% | +61.0% |
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