+889.2%
XLV vs NKE
+940.6%
-51.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -3.6% | -4.2% | +0.6% | -2.6% |
| 30D | -1.8% | -8.2% | +6.4% | +0.1% |
| 3M | +7.8% | -19.1% | +26.9% | +13.0% |
| 6M | +9.1% | -32.6% | +41.7% | +18.7% |
| YTD | +7.7% | -40.7% | +48.4% | +20.6% |
| 1Y | +20.4% | -48.9% | +69.3% | +39.0% |
| 3Y | +30.8% | -59.2% | +90.0% | +54.2% |
| 5Y | +34.6% | -75.3% | +110.0% | +76.3% |
| 10Y | +173.4% | -23.1% | +196.5% | +161.1% |
| All | +889.2% | +940.6% | -51.4% | +412.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling