-24.0%
NKE vs F
+92.2%
-116.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.3% |
| 7D | -4.2% | -4.4% | +0.3% | -2.7% |
| 30D | -8.2% | +1.0% | -9.2% | -8.7% |
| 3M | -19.1% | -4.0% | -15.1% | -18.2% |
| 6M | -32.6% | +18.1% | -50.7% | -37.5% |
| YTD | -40.7% | +10.2% | -50.9% | -43.7% |
| 1Y | -48.9% | +24.3% | -73.2% | -53.8% |
| 3Y | -59.2% | +38.1% | -97.3% | -65.9% |
| 5Y | -75.3% | +50.2% | -125.6% | -80.8% |
| All | -24.0% | +92.2% | -116.2% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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