-58.6%
NKE vs EMB
+30.5%
-89.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.6% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -10.4% | -0.3% | -10.1% | -9.9% |
| 3M | -15.5% | -0.3% | -15.2% | -15.0% |
| 6M | -32.6% | +0.7% | -33.4% | -33.3% |
| YTD | -39.8% | +1.3% | -41.1% | -40.9% |
| 1Y | -47.6% | +4.7% | -52.3% | -51.1% |
| All | -58.6% | +30.5% | -89.1% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling