+953.2%
NKE vs EWJ
+153.3%
+799.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -2.3% | +1.0% | -3.3% | -2.8% |
| 30D | -10.4% | +1.0% | -11.4% | -10.9% |
| 3M | -15.5% | +7.2% | -22.7% | -18.7% |
| 6M | -32.6% | +13.9% | -46.5% | -37.5% |
| YTD | -39.8% | +20.8% | -60.6% | -45.9% |
| 1Y | -47.6% | +26.4% | -74.0% | -54.0% |
| 3Y | -59.0% | +71.8% | -130.8% | -69.4% |
| 5Y | -74.9% | +49.9% | -124.8% | -79.9% |
| 10Y | -21.9% | +140.0% | -161.9% | -49.2% |
| All | +953.2% | +153.3% | +799.9% | +483.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling