-60.9%
NKE vs F
+50.7%
-111.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | +0.5% | +1.0% | -0.5% | +0.3% |
| 30D | +11.4% | +2.1% | +9.3% | +10.8% |
| 3M | -7.2% | -10.3% | +3.1% | -4.4% |
| 6M | -10.7% | +3.3% | -13.9% | -12.7% |
| YTD | -37.7% | -2.0% | -35.7% | -38.3% |
| 1Y | -34.3% | -2.3% | -32.0% | -34.9% |
| 3Y | -60.9% | +49.9% | -110.8% | -67.6% |
| All | -60.9% | +50.7% | -111.6% | -67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling