-47.4%
NKE vs FDS
-17.4%
-30.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.6% | -0.5% |
| 7D | -2.0% | -1.9% | -0.1% | -1.8% |
| 30D | -8.6% | +9.0% | -17.6% | -9.5% |
| 3M | -11.0% | +18.9% | -29.9% | -12.9% |
| 6M | -33.2% | +35.1% | -68.4% | -35.2% |
| YTD | -38.1% | +5.5% | -43.6% | -38.7% |
| 1Y | -47.4% | -16.8% | -30.5% | -46.4% |
| All | -47.4% | -17.4% | -30.0% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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