+212.6%
NKE vs EMB
+131.9%
+80.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -0.1% | +0.3% | -0.3% | -0.3% |
| 30D | -7.7% | -0.5% | -7.2% | -7.3% |
| 3M | -10.9% | +0.3% | -11.3% | -11.1% |
| 6M | -31.9% | +1.2% | -33.0% | -32.4% |
| YTD | -38.6% | +1.5% | -40.1% | -39.2% |
| 1Y | -46.9% | +4.8% | -51.7% | -48.7% |
| 3Y | -58.2% | +30.4% | -88.5% | -65.2% |
| 5Y | -74.0% | +7.3% | -81.3% | -75.6% |
| 10Y | -21.6% | +29.7% | -51.3% | -33.0% |
| All | +212.6% | +131.9% | +80.8% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling