-47.4%
NKE vs VWO
+23.1%
-70.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -2.0% | +1.1% | -3.1% | -2.4% |
| 30D | -8.6% | +2.4% | -11.0% | -9.4% |
| 3M | -11.0% | +2.0% | -13.0% | -11.8% |
| 6M | -33.2% | +10.7% | -43.9% | -36.6% |
| YTD | -38.1% | +14.4% | -52.6% | -42.4% |
| 1Y | -47.4% | +22.7% | -70.1% | -54.2% |
| All | -47.4% | +23.1% | -70.4% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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