-31.7%
NKE vs FANG
+32.3%
-64.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.9% | +10.1% | +4.8% |
| 7D | +9.0% | -11.3% | +20.3% | +8.1% |
| 30D | +19.2% | -0.7% | +19.9% | +19.0% |
| 3M | -1.5% | -4.2% | +2.7% | -1.7% |
| 6M | -4.2% | -13.5% | +9.3% | -3.7% |
| YTD | -34.8% | +23.7% | -58.5% | -36.2% |
| 1Y | -31.7% | +34.3% | -66.0% | -32.4% |
| All | -31.7% | +32.3% | -64.0% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling