-24.0%
NKE vs VWO
+117.1%
-141.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -4.2% | -1.8% | -2.4% | -2.8% |
| 30D | -8.2% | -0.1% | -8.1% | -8.2% |
| 3M | -19.1% | +2.2% | -21.3% | -20.9% |
| 6M | -32.6% | +8.8% | -41.4% | -37.5% |
| YTD | -40.7% | +12.4% | -53.1% | -46.6% |
| 1Y | -48.9% | +15.6% | -64.4% | -55.0% |
| 3Y | -59.2% | +62.5% | -121.8% | -73.1% |
| 5Y | -75.3% | +34.3% | -109.6% | -81.1% |
| All | -24.0% | +117.1% | -141.1% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling