+697.6%
NKE vs EFA
+387.2%
+310.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.2% |
| 7D | -4.2% | -1.5% | -2.6% | -3.1% |
| 30D | -8.2% | -1.7% | -6.5% | -7.1% |
| 3M | -19.1% | +3.5% | -22.6% | -21.3% |
| 6M | -32.6% | +9.5% | -42.1% | -37.4% |
| YTD | -40.7% | +12.9% | -53.6% | -46.2% |
| 1Y | -48.9% | +18.2% | -67.1% | -55.1% |
| 3Y | -59.2% | +64.8% | -124.1% | -72.0% |
| 5Y | -75.3% | +53.9% | -129.2% | -82.0% |
| 10Y | -23.1% | +144.8% | -167.8% | -58.8% |
| All | +697.6% | +387.2% | +310.3% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling