-74.7%
NKE vs EEM
+45.2%
-119.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.3% |
| 7D | -4.2% | -1.3% | -2.9% | -3.4% |
| 30D | -8.2% | +2.1% | -10.3% | -9.6% |
| 3M | -19.1% | +1.0% | -20.1% | -20.6% |
| 6M | -32.6% | +15.9% | -48.5% | -41.3% |
| YTD | -40.7% | +24.6% | -65.4% | -51.7% |
| 1Y | -48.9% | +32.3% | -81.1% | -60.5% |
| 3Y | -59.2% | +85.9% | -145.2% | -77.3% |
| All | -74.7% | +45.2% | -119.9% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling