-48.9%
NKE vs EWJ
+26.9%
-75.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | -4.2% | +0.3% | -4.5% | -4.2% |
| 30D | -8.2% | +0.8% | -9.0% | -8.4% |
| 3M | -19.1% | +7.5% | -26.6% | -20.4% |
| 6M | -32.6% | +15.6% | -48.2% | -35.2% |
| YTD | -40.7% | +22.7% | -63.4% | -44.9% |
| 1Y | -48.9% | +26.4% | -75.3% | -53.7% |
| All | -48.9% | +26.9% | -75.8% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling