-74.7%
NKE vs VWO
+34.0%
-108.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -37.8% |
| YTD | -40.7% | +12.4% | -53.1% | -47.0% |
| 1Y | -48.9% | +15.6% | -64.4% | -55.5% |
| 3Y | -59.2% | +62.5% | -121.8% | -74.7% |
| All | -74.7% | +34.0% | -108.8% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling