-74.4%
NKE vs F
+47.4%
-121.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.5% | +0.7% |
| 7D | -0.1% | +1.2% | -1.2% | -0.5% |
| 30D | -7.7% | +1.2% | -8.9% | -8.2% |
| 3M | -10.9% | -5.7% | -5.3% | -9.4% |
| 6M | -31.9% | +17.9% | -49.8% | -36.8% |
| YTD | -38.6% | +10.4% | -49.0% | -41.8% |
| 1Y | -46.9% | +25.3% | -72.3% | -52.3% |
| 3Y | -58.2% | +37.5% | -95.6% | -65.3% |
| All | -74.4% | +47.4% | -121.9% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling