-59.2%
NKE vs EME
+252.2%
-311.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.1% |
| 7D | -4.2% | +3.5% | -7.7% | -4.5% |
| 30D | -8.2% | -6.3% | -1.9% | -7.7% |
| 3M | -19.1% | -3.8% | -15.3% | -19.0% |
| 6M | -32.6% | +8.5% | -41.1% | -33.9% |
| YTD | -40.7% | +27.8% | -68.5% | -43.5% |
| 1Y | -48.9% | +22.2% | -71.1% | -51.3% |
| 3Y | -59.2% | +253.5% | -312.7% | -62.9% |
| All | -59.2% | +252.2% | -311.5% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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