+303.5%
EWY vs NKE
-22.6%
+326.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.8% | +3.1% |
| 7D | -0.1% | -4.2% | +4.1% | +1.3% |
| 30D | +7.3% | -8.2% | +15.5% | +9.9% |
| 3M | -5.1% | -19.1% | +13.9% | +0.5% |
| 6M | +42.1% | -32.6% | +74.7% | +58.9% |
| YTD | +94.1% | -40.7% | +134.8% | +125.8% |
| 1Y | +147.8% | -48.9% | +196.7% | +200.8% |
| 3Y | +222.9% | -59.2% | +282.2% | +305.6% |
| 5Y | +150.6% | -75.3% | +226.0% | +277.2% |
| All | +303.5% | -22.6% | +326.1% | +293.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling