-24.0%
NKE vs EMB
+30.3%
-54.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -4.2% | -1.2% | -3.0% | -2.7% |
| 30D | -8.2% | -1.3% | -6.9% | -6.7% |
| 3M | -19.1% | -1.8% | -17.3% | -17.2% |
| 6M | -32.6% | +0.2% | -32.8% | -32.7% |
| YTD | -40.7% | +0.4% | -41.1% | -40.9% |
| 1Y | -48.9% | +2.8% | -51.7% | -50.4% |
| 3Y | -59.2% | +29.1% | -88.4% | -69.5% |
| 5Y | -75.3% | +6.3% | -81.6% | -77.2% |
| All | -24.0% | +30.3% | -54.4% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling