+222.9%
EWY vs NKE
-59.9%
+282.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.8% | +3.2% |
| 7D | -0.1% | -4.2% | +4.1% | +0.5% |
| 30D | +7.3% | -8.2% | +15.5% | +8.5% |
| 3M | -5.1% | -19.1% | +13.9% | -2.3% |
| 6M | +42.1% | -32.6% | +74.7% | +50.3% |
| YTD | +94.1% | -40.7% | +134.8% | +109.5% |
| 1Y | +147.8% | -48.9% | +196.7% | +173.6% |
| 3Y | +222.9% | -59.2% | +282.2% | +247.4% |
| All | +222.9% | -59.9% | +282.8% | +247.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling