-47.4%
NKE vs EWZ
+36.3%
-83.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.8% |
| 7D | -2.0% | +6.5% | -8.5% | -3.2% |
| 30D | -8.6% | +4.8% | -13.4% | -9.5% |
| 3M | -11.0% | +9.9% | -20.9% | -12.9% |
| 6M | -33.2% | +1.9% | -35.2% | -33.7% |
| YTD | -38.1% | +20.3% | -58.4% | -41.4% |
| 1Y | -47.4% | +35.6% | -83.0% | -52.3% |
| All | -47.4% | +36.3% | -83.7% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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