-47.4%
NKE vs EEM
+41.0%
-88.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.2% |
| 7D | -2.0% | +2.3% | -4.3% | -2.3% |
| 30D | -8.6% | +4.5% | -13.1% | -9.3% |
| 3M | -11.0% | -0.1% | -11.0% | -10.9% |
| 6M | -33.2% | +16.9% | -50.2% | -37.0% |
| YTD | -38.1% | +26.2% | -64.4% | -43.8% |
| 1Y | -47.4% | +40.5% | -87.9% | -57.2% |
| All | -47.4% | +41.0% | -88.3% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 1y: compounded portfolio wealth divided by compounded EEM 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…
1y analysis · Full analysis span regression · 6 months rolling