+1,009.6%
NKE vs EWT
+591.5%
+418.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -2.3% | +2.1% | -4.5% | -3.2% |
| 30D | -10.4% | +9.4% | -19.7% | -13.7% |
| 3M | -15.5% | +10.9% | -26.3% | -19.8% |
| 6M | -32.6% | +57.9% | -90.6% | -45.1% |
| YTD | -39.8% | +75.9% | -115.7% | -53.2% |
| 1Y | -47.6% | +89.7% | -137.3% | -60.5% |
| 3Y | -59.0% | +200.9% | -259.9% | -74.7% |
| 5Y | -74.9% | +154.5% | -229.4% | -83.4% |
| 10Y | -21.9% | +520.8% | -542.7% | -62.9% |
| All | +1,009.6% | +591.5% | +418.1% | +277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling