-47.4%
NKE vs EFA
+23.1%
-70.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.0% | +0.6% | -2.6% | -2.3% |
| 30D | -8.6% | +0.9% | -9.4% | -9.0% |
| 3M | -11.0% | +4.9% | -15.9% | -13.4% |
| 6M | -33.2% | +8.6% | -41.8% | -35.9% |
| YTD | -38.1% | +14.6% | -52.7% | -44.2% |
| 1Y | -47.4% | +22.6% | -70.0% | -57.4% |
| All | -47.4% | +23.1% | -70.5% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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