-59.2%
NKE vs VWO
+62.9%
-122.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -4.2% | -1.8% | -2.4% | -3.2% |
| 30D | -8.2% | -0.1% | -8.1% | -8.2% |
| 3M | -19.1% | +2.2% | -21.3% | -20.4% |
| 6M | -32.6% | +8.8% | -41.4% | -36.5% |
| YTD | -40.7% | +12.4% | -53.1% | -45.4% |
| 1Y | -48.9% | +15.6% | -64.4% | -53.9% |
| 3Y | -59.2% | +62.5% | -121.8% | -72.0% |
| All | -59.2% | +62.9% | -122.1% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling