-74.7%
NKE vs EWT
+149.5%
-224.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.4% |
| 7D | -4.2% | -1.1% | -3.0% | -3.7% |
| 30D | -8.2% | +4.5% | -12.6% | -10.3% |
| 3M | -19.1% | +8.3% | -27.3% | -23.3% |
| 6M | -32.6% | +54.2% | -86.9% | -48.9% |
| YTD | -40.7% | +74.6% | -115.3% | -58.7% |
| 1Y | -48.9% | +84.9% | -133.8% | -65.9% |
| 3Y | -59.2% | +197.5% | -256.8% | -82.1% |
| All | -74.7% | +149.5% | -224.2% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 5y: compounded portfolio wealth divided by compounded EWT 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…
5y analysis · Full analysis span regression · 6 months rolling