-59.2%
NKE vs EWZ
+46.3%
-105.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -4.2% | +0.9% | -5.0% | -4.4% |
| 30D | -8.2% | +12.8% | -21.0% | -11.3% |
| 3M | -19.1% | +10.8% | -29.8% | -21.5% |
| 6M | -32.6% | +2.5% | -35.1% | -33.3% |
| YTD | -40.7% | +21.4% | -62.1% | -44.5% |
| 1Y | -48.9% | +32.8% | -81.7% | -53.7% |
| 3Y | -59.2% | +45.2% | -104.4% | -64.5% |
| All | -59.2% | +46.3% | -105.5% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling