-48.9%
NKE vs FANG
+52.7%
-101.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.2% | +2.9% | -7.1% | -4.1% |
| 30D | -8.2% | +2.6% | -10.8% | -8.1% |
| 3M | -19.1% | +7.6% | -26.7% | -18.8% |
| 6M | -32.6% | +17.3% | -50.0% | -33.3% |
| YTD | -40.7% | +38.7% | -79.4% | -42.7% |
| 1Y | -48.9% | +51.6% | -100.5% | -50.8% |
| All | -48.9% | +52.7% | -101.5% | -50.8% |
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