+823.5%
NKE vs EWZ
+440.8%
+382.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 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% | -21.6% |
| 6M | -32.6% | +2.5% | -35.1% | -33.4% |
| YTD | -40.7% | +21.4% | -62.1% | -44.2% |
| 1Y | -48.9% | +32.8% | -81.7% | -53.2% |
| 3Y | -59.2% | +45.2% | -104.4% | -64.0% |
| 5Y | -75.3% | +63.0% | -138.3% | -79.3% |
| 10Y | -23.1% | +93.2% | -116.2% | -42.9% |
| All | +823.5% | +440.8% | +382.7% | +369.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling